Depending on your country, university can be very costly. As Ben said you can attempt to teach yourself but a mentor of some kind would be of benefit. Have a look around at the various courses you can study from home. They may be more beneficial, especially if run by someone who has inside knowledge of the industry.
If you have an idea for a game you could always try and gather a team of like minded programmers / developers etc and try and raise funding from something like kickstarter.