They are all different languages used for programming + webdesign (and there are MANY MANY more) but of the ones you mentioned here:
HTML - Hypertext Markup Language: the basic language for websites. It is simply a markup language that is interpreted by the web browser to display different web elements (uses tagging, such as <title>This is a title</title>)
CSS - Cascading Style Sheet: This is a language that is used to define styles for HTML (so HOW the elements are displayed)
MySQL - SQL = Structured Query Language (the My was just added by the original creator): it's a relational database management system that runs as a server providing multi-user access to a number of databases. This basically handles the database side of websites.
PHP - PHP Hypertext Preprocessor (recursive acronym): This is a scripting language for creating dynamic web pages; mostly involves server-side handling.
RGSS - Ruby Game Scripting System: Not actually a programming language, it is actually just a library of classes written to extend the Ruby scripting language to make making a game much easier. This is the game Library used for RPG Maker XP (RPG Maker VX uses RGSS2)
C++ - is a statically typed, free-form, multi-paradigm, compiled, general-purpose programming language. It is regarded as an intermediate-level language, as it comprises a combination of both high-level and low-level language features.
I dunno if this helps, but RGSS or C++ are what would be more fit for making a game. (Although to use RGSS you would need RPG Maker XP/VX) The first 4 languages are better suited for web design. There are also MANY MANY MANY MANY other programming languages that exist, and that could be used in making a game. If you have not programmed before, I might suggest either learning Java or Visual Basic as a good introductory language to programming, but feel free to start anywhere. (I MIGHT advise against learning C/C++/C# first however, these languages are generally more complex and powerful than most popular languages, although also much faster)