What kind of game are you looking to create?
It's possible to write a game using python and the pygame library. The documentation contains some information about the python games that come with raspbian and tell you how to get at the source code. Studying this and playing with the code is a good way to get going.
If you want to make serious use of the GPU you'll need to the OpenGLES API. Google 'OpenGLES Tutorial' etc to find out more about this. I found a raspberry pi specific resource here: https://github.com/peepo/openGL-RPi-tutorial
(there's some initialisation stuff which will be RPi specific so worth looking at that first).
However OpenGLES isn't straight-forward 3D graphics is a complex area. Often people writing games avoid it all together and use a 3D engine instead (e.g. Unity) however I don't know what is available for the raspberry pi in this area. I note this one: http://urho3d.github.io/
claims raspberry pi support but no idea if it's any good.
The RPi 3 GPU is the same as the RPi 1/2 however slightly overclocked (300 MHz rather than 250 MHz) so it goes slightly faster. As a comparison point it's certainly a better GPU that what was available in the PS1/N64 consoles. I think it stacks up pretty well against the XBox (original) GPU, though it gets complicated. The GPU is highly programmable even if the raw performance may not the same as original XBox GPU you can more easily produce complex effects due to the programability.