and 3d max is good for simple things...once you go on to much more complex and heavy stuff, level editing it will be really slow so you are better off developing your own level editor.
and btw... what 3ds and anyother model file type does is a mesh.
anyways if you are starting on programming it won't do you much good trowing your self into game programming, start of on the bases and move up graddualy from there, do some basic games first until you understand how game developing works etc, etc.
yeah and move on to c++,
i find this a very good introduction into Directx programming, altho its still DX9,
DirectX tot
but if you don't understand whats is done in lesson 3 you should go back to study c++.
Graphics programming ain't an easy thing without a solid base and background, you'll need to know good programming, good algebra/linear-algebra, good trinometry, good geometry, understand what colors are and how they work, understand what lights are and how they work, understanding the pipelines of the GPU, understanding complexity of fuctions/task of linear/non-linear fuctions transformations blah blah blah, thats just scratching the surface.
well a lot of stuff so the better bases you have the easyer it will be (won't be easy still)
that is of course if you are talking about graphics programming, if you just want to make models and stuff like that its not graphics programming unless you hardcode it xD