I use Unity for all my games.
Hmm, I would say if you are JUST starting out, make something very simple. Make a game about something like a ball rolling around that collects objects and jumps and add a victory screen, something really simple so that you can be familiar with how to make a finished game. It doesn't have to be a GOOD game, just a finished game.
I would also say don't spend TOO much time obsessing over which engine to use, or which engine is the best, etc. Just pick an engine you think you'd be comfortable with and use it to see if you like it.
Also, learn how to have fun with your projects. Having fun is important!