So, you want to be a GameMaker user? Well it's not as easy as it sounds. Sure it has a drag-n-drop interface. But that doesn't make a difference. Trust me though, you can make a Doom I type game, but don't expect to make Half-Life 2 with this.
1. First off, you've gotta download the thing! Go to www.gamemaker.nl and select the newest version. It's not a big download so don't worry.
2. Load it up! Don't select advanced version for now, that will be for later when you have time-scripted events and such. In order to make a sprite (graphic of object, character, enemy, etc.) you must locate the little picture up in the toolbar. If you're not sure which one that is, hold the mouse over any of the three pictures, and it'll say, in order left to right, Sprite, Sound, Object. Select sprite and either load one, or create one. To create one go to Edit Sprite. (Right under the browse button). (But there are many sprite kits on the web with many different sprites to use legally in Gamemaker). There you go, your first sprite.
Later I'll make a simple tutorial on how make a very easy game called Catch The Clown. But first you need to learn all the commands and such.