Links
PyGame main site
here look for good documentation about PyGame and for fresh news about it
Python main site
here look for Python interpreter and for news about new versions abou it
SDL main site
SDL is a great library for game programmers that focus on simplicity PyGame is an Python extension for it
SDL great C++ tutorials
If gonna use C++ there is no better tutorial to start with
Book about Python game development
Work in progress but you can already see some nice results