LÖVE

I love love2d. And it's my goto 2d game development tool. But I would really like to start 3d game development. Does anyone have any suggestions as to where to start?

Unity.

I second the Unity suggestion.

Bleh, I don't like unity, for the same reason I dont like gamemaker or the UDK. I wanna build my game. I don't wanna make it with something that someone else made-.-

Unity is a good light choice. If you want a lot of power, UDK is the way to go. Very flexible licencing for start-ups. If you don't mind not having a WYSIWYG editor, OGRE is open source so it won't cost you a thing and is quite well regarded (Runic uses it for Torchlight and Torchlight 2)

EDIT: Oops, missed your last post. Looks like you want OGRE.

Is there some good 3D Lua Engine? (Yes, I know, I might be asking too much)

Hmm, this is all I could find, but it doesn't look very developed.

http://www.luxinia.de/

You could try Java, both it and lua are based on C so they're fairly similar. Google LWJGL, it's what Notch used to make Minecraft.

But really, for 3D you want as much power as possible: OGRE uses C++, which is also pretty similar to lua (but still harder, sorry) I fiddled with OGRE for a while, but didn't have the artistic or technical skills to do anything much with 3D.

I've yet to try it, but Polycode might be interesting to look at.

What about Console developing? Where would I start with that?(2d preferably)

Microsoft XNA.