Hello, very similar if not the same questions have been answered before in the forums so have a search. Don’t worry about pgd’s, msc’s or phd’s yet, get good results in a degree and you are on the road. A degree will be more broad are will help you to find the sub area your best at.
Having a degree or any academic qualification is however not a golden ticket into the industry though. Making games is a dream job for so many and competition is tough, so during any course you need to bend assignments into something that will look good on a c.v / portfolio. You need to figure out your area of interest though, there is a website called gamasutra.com that had a article about all the roles (a day in the life type stuff) so go search for that. Not to exclude groups but the most visible roles are ART, PROGRAMMING, TESTING, DESIGN and MANAGEMENT/MARKETING. It should be clear that the role you find your interested in will be an entirely different course from the others. Art colleges need an art portfolio, BSc programming needs maths, testing often a second language, and management a notion of self importance :)