I\'m an old (but not too old) Java programmer, that decided to learn C++. But I have seen that much of C++ programming style, is... well, just damn ugly!
All that stuff
If you want to do game programming, you probably want to work with other C++ developers, and this means you have to do things in a way they'll understand. If you hope to have any collaboration at all, your code will have to be in a reasonable C++ style. If you intend to be a lone developer, and have your code essentially die with you, use any style you like.
Moreover, C++ and Java are two different languages, and need to be used in different ways. There are reasons for the header files (think of it as declaring the interface), for example.