Blitz3D was my first programming language, in hindsight I think it is the worst language I ever used. It also left me with a long list of misconceptions about programming, which required lots of re-learning to get around. These days, just don't touch B3d. It's too old, too inferior, too restricted, too simple and I'm really surprised at what stuff you can't do in B3d.
BlitzMax doesn't have most of the issues I have with Blitz3D. It's light years ahead, and out of the two there really isn't any comparison. Go with Blitz Max!
However one point I would like to pick up on is that most programmers _don't_ use BlitzMax. For example you won't find it listed on the
Tiobe Index and most academics and professional programmers have never even heard of either Blitz Max or Blitz 3D. If you visit more popular game forums then this one (such as GameDev or TigSource) then you'll find only a minority of their visitors use BlitzMax. As good as some people might say BMax is, it's a real niche language. There are less communities, less tutorials, less books (are there even any BMax specific books?), less libraries (including less 3D engines), worse docs and much less support when compared to pretty much any other mainstream language. Even JavaScript has a wider range of 3D libraries (and is probably used far more for building games).
In regards to C++; it's is the most heavily used language for game development, so if game development is really what you want to go into then you can't go wrong with it. Although most games use multiple languages, they often use C++ somewhere. Unlike BlitzMax, it will also make it much easier to jump into a different industry if you wished to (good to have a backup just in case). So between C++ and Blitz Max, I'd go with C++.
There are also a long list of other languages you can use for building games/demos instead of C++ such as C#, Python, Lua or JavaScript. Personally I would pick one of those and switch to C++ if you still wanted to in the future. You won't be a better C++ programmer if you learn C++ first or second (and academic studies have shown this). It's the concepts you learn along the way and the things you produce that really matter.