Uhm... Probably a good compiler depending on the language you want to use (ie, Java or C++) then a good animation/graphics program like 3D Studio Max or GMAX or something.
Theres no package I know of that includes both. Don't forget you have to code a game engine, a graphics engine, and so on and so on.
Best idea, get an SDK from a game publisher (IE. VALVE) for making mods and stuff, and mod Half Life and see how you like it.