Depends on what you want to do:
Art: Take as much life drawing and sculpting as possible and then start taking some painting and color theory classes. The first thing you want to do is become as good as possible at the basics and don't touch any 3D modeling program until you've gotten the basics. More people have tried going straight into Max and failed because they couldn't do the basics.
Level Design: This one is harder because not a lot of people define level design as the same thing. Anything to do with architecture and history will always help as well as rhetoric classes as documentation and being able to get your point across is beyond important. If you're more technical, start learning C++ and scripting languages such as Lua, if you're more on the art side, take some art classes (see above). Level design is a bit of art and programming and it's where the rubber meets the road. You need to be able to do everything but don't try to be a jack of all trades. The best way to practice it to buy Quake 4/Half-Life 2/ and just build things. Pick something with a strong community that you can have people play your maps and just practice practice practice. Above all, concentrate on gameplay.
Programming: C++, math, and physics. Be awesome at all three because you're going to be using them all all the time. Linear algebra (and numerical linear algebra) will be used most often and physics will be fairly key as well. It always helps to know other languages but know C/C++ like the back of your hand.
If you say what exactly you want to do, I could probably give more info but that's the pretty basic rundown of the three fields that you woudl start in.
