Hey MikeyMike. Welcome to the forums, I'm sure you'll find everyone here friendly and helpful. In fact this is one of the only forums that I frequent that hasn't descended into mindless noise. And so onto your query. I'm guessing you already have a decent enough knowledge of the Delphi VCL so this would be an ideal place to start. While there are more powerful graphics libraries out there, the Windows graphics API should suffice for your first foray into games development. Familiarise yourself with the TCanvas, TImage and TBitmap components, a good way to do this would be to read the following:
http://www.pgd.netstarweb.com/viewtopic.php?t=199
which is a tutorial written by TheLion who is one of the staff members on these boards. A common mistake made by developers who are just starting out in the game dev scene, and this is something I did myself, is aiming too high for their first game. Start very small. A Pong clone would be ideal, then perhaps Space Invaders clone. Simple and uninspired but they are perfect to give you a feel for how a game is structured. Although I'm sure your previous experience will serve you well when it comes to structuring your code. When you have a decent grasp on what makes a game you could work towards learning a faster more powerful graphics library such as SDL which is very easy to learn and will give you about as fast software rendering as you are likely to find even if you went right down to the DirectDraw headers. From then on it's all about playing around with ideas and seeing what you can come up with.