Here I will post links to tutorials posted on the blog, so that they can be easily accessed.
Linear Algebra Tutorials
1 - Introduction to Linear algebra and matrix multiplication
1 - Setting up a win32 application and the DX11 SDK using visual studio Express 2010
-C++ and general Game Development tutorials
Gamedev.net - Lot's of resources and tutorials, I found this particularly helpful.
cplusplus.com - C++ tutorials.
The OpenGL wiki Tutorial list
DX11 SDK tutorials - These tutorials show how to set up a DX11 device and how to output colored or textured polygons with rudimentary shading.
DX11 SDK download - You need this to be able to compile DX11 applications
Microsoft Visual C++ 2010 Express Download - A Free C++ IDE
Collada.org - The COLLADA file format
Blender.org - A highly competent free and open source 3D modeling software, exports to COLLADA