O_______________O
Im not ready >.<.
Yeah, UFO:AI code is quite advanced, very developed, and isn't the best thing to jump into after doing a "Hello World" type of thing.
I would start by making a simple, "dumb" little game, something that doesn't even have to be original or spectacular (for example, a space invaders clone) with one of the many 3D or Game Engines out there, then work your way up to more advanced stuff.
Some 3D graphics engine libraries are easy to use, others are rather difficult and more advanced.
I started with Irrlicht (C++, includes collision and gui stuff too) because it is EASY to use, just a few simple lines of code to display a simple scene on the screen with no hassle. More advanced ones are Ogre, which require a lot of setup and other B.S. just to display a simple room with one object and one camera in it. Even more complicated is Crystal Space, another one of the big ones.
There's plenty of other engines out there though, some easy, some hard to use.