[edit] Bah, ninja-powerpup! 
[/edit]
(For the sake of providing qualifications, I’ll note that I’ve programmed in C++ as well as scripted in Python.)
First of all, as implied in the note above, using C++ is programming, not scripting. In some cases the difference may be minimal - even entirely debatable - but in general I think that you’ll find them referred to separately so.
As to game developers using C++, I’ll admit that my own experience is limited to only one small studio, but from that experience I’ll say that a number of languages - both programming and scripting - tend to get used. If I recall correctly I ended up using Java, TorqueScript and a bit of C++, Objective-C and C#. I even touched a very little bit of Python, PHP and SQL, as I recall. Nevertheless, given the principles learned and the relation to other languages, I do think that either C++ or Java would make a decent “core” language to learn.
On the plus side, if you do pick up C++ it should help you to pick up further programming languages in the future.
I’m inclined to say that this depends on what your goals are, and how one defines “better”. Or, put another way, it depends on the circumstances. A few differences that come to mind follow:
C++
Well-written C++ code should be rather faster than Python (although one can very much write slow C++ code too, I do believe).
C++ also arguably provides greater control: you’re working at a lower level, and thus have the option of finer manipulation of the inner workings of your code.
There is a price to pay for the power and speed, however: C++ is rather more complex than Python, and provides a number of ways to break things that I don’t think are present (or at least easily accessed) in Python.
Python
Python, on the other hand, is rather simpler than C++ - and thus easier to work with.
It also allows you to simply run your program: C++ code calls for compilation first, which, depending on your project, can potentially take a noticeable amount of time.
Concluding thoughts
If your goal is simply to make games, and you don’t have significant performance issues to deal with, Python will likely serve rather well. If you do, however, find Python simply too slow, or you want greater control, you might find C++ useful to you.
… Where to start. ^^;
First, please note that C++ is not, I feel, as easy as is Python. It’s a full programming language, not a scripting language.
However, if you do want to learn it, I suggest getting a decent free compiler (preferably a full development environment) - it’s been some time, but I recall Microsoft’s free version of Visual C++ being rather good - and then pick up some tutorials.
I strongly advise against attempting to jump straight into Panda with C++ - you might well make progress, but there are things - including dangers - that you might miss by not doing so that a good set of tutorials might help with. (I’m afraid that I don’t know of any offhand, although you might find some on GameDev.net)
If you don’t mind taking a relatively long but likely easier approach, you might consider learning Java before C++, but starting with C++ is, I think, quite feasible.