Where should I begin to improve my Programming Skills(outside of the Classroom) while in UnderGrad?

I am a Sophomore, doing my BS in CS, and I was never really an enthusiast about programming before College. I've gotten advice from searching the internet, and asking friends who have been coding since their teen years, as well as faculty. I just really want to know what I can do now to improve my coding skills? Should I study the basics thoroughly, or just jump on the Internet and practice hands-on? If the hands-on approach, where would be a nice place to start? Everywhere I searched suggested that I study and tackle the fundamentals of a programming language first. I am studying Java, and I am a moderate Beginner in proficieny.

Thank you in advance for any answer, if at all! Even just writing this question helps my research. By the way, I am aspiring to land a job in the industry as a Game Programmer/Developer in the future. That is my definitive career choice, and where I want to focus all my attention towards building the skills for.