Since you already know C#, the most obvious answer is either XNA or Unity. With XNA you can code to both Windows and Xbox360, but Unity is ready-made game engine. Both let you write with C# and are powerful. With XNA you obviously get a bit more freedom, but Unity is great too. And both let you code using Visual Studio, woohoo!

Who modded this post offtopic? It's perfectly on topic, the discussion is about online learning courses.