Question - Which Code should I use for Game Engines

C++ w/ DirectX

It has the least amount of over-head (no memory manager, bounds checking, etc). It has libraries for DirectX. And you can manually dabble with the assembly if you think you can add efficiency.

If the language has a garbage-collector that runs at random..you'll take a performance hit when it runs; if this is unacceptable, don't use a language with a garbage collector. (However, I'm sure some people have been trying to do it in various languages...I'm sure some good results have been achieved). Other little things, like bounds-checking and overflow detection can add up and take precious cpu cycles...all depends how hard you're trying to push the hardware. Depending on the graphics you're trying to produce..maybe even something like html5 could do what you want. If you want to maximize ur efficiency/performance, use C++.

The 'Torque Engine' was written in C++ (I'm sure others are too, but, the source for Torque is relatively easy to find) ...I haven't looked at it in a long time, but might not be a bad place to start, to get some ideas. You probably want to get a book specifically on game engine design tho..even something as basic as lighting & shadows is extremely complex and easy to do poorly. Anyway, whatever you choose, gl.

imo

Thanks matey.
I found a book on Game Engine, and I'm pretty sure I'll do it in C++
But it more likely to make an RPG games or something like that for my mate.

Cheers.

I'd suggest having a go at the C programming language as a base for your learning. I'm not an experienced programmer by any means, but a beginner myself and that is the route I have chosen to take.