Well Unity is not bad for learning , What i would do would be somthing like this .

- Learn Unity make a couple of small 3D games.

- Learn some basic OpenGL , learn to write your own shaders and understand how it all works.

- After Unity try working with other engines ( work with something like the CryEngine[1] , it costs like 9.90$ / month royalty free)

- As you make games start making your own game engine as a side project.

ProTip: Open Source it to speed up development.

[1]http://cryengine.com/news/crytek-announces-its-cryengine-as-... edit:formatting