The most important thing that you have to do is to be able to show something. You need to build up a really strong portfolio, and this is gonna take a long time. There are a lot of people out there who would like the same job and they usually come from a moddeler/animation background so they will usually outclass you in any tool (they'vebeen using it for years) until you've spent hundreds, or even thousands, of hours using those tools as well. However being an architect you do have some pretty unique insights which, if you act smart, could be helpful to get noticed.
I would advice to try out a few tools. You need a modeling program to create the 3D models. As mentioned Blender is a fine and free option that is actually used in the game industry, but try out a few tools and use the one you find most comfortable to work with. The methodologies and techniques are often shared between products so you can quickly learn how to use another program if a job requires it. Getting prepped is not about learning tools but learning techniques. (Also don't worry to much about licensing, your boss will worry about that, unless if you want to go Indie, I think all tools allow snapshots for your portfolio but it's not a bad idea to skim the EULA).
For actually designing levels. So placing enemies, etc.. you can indeed use UDK or CryEngine or another game engine that has a neat level editor. Again all the above holds: techniques are more important than tools.
Unrelated to your question, but do a bit of soul searching. Why do you want to be in the game industry, it's great here but you have a slight disadvantage to make up in a really competitive industry. I don't want to discourage you, follow your dreams! But why did you want to become an architect in the first place and why change paths now? I image these are hard questions for yourself, you have so much options at the end of your study, be sure to check each one. Ask yourself where do you want to be in 10 years? (*note that you almost always get that question when applying for a job :P). Good luck!