Step One:
Buy a legit copy of Game Maker.
Step Two:
Read the Game Maker Tutorials by Derek Yu, which you can find in the Tutorial Thread.
Step Three:
Copy the shit out of Matt Thorson's Grandma Engine
Step Four:
Learn GML (Game Maker Language)/ Make shitty prototypes
Step Five:
Ask questions.
Step Six:
Make games.
This is a pretty good path.
I'd also suggest doing game jams, even if it means just by yourself. A lot of people early on get caught up in "I'm going to make my big dream game!" and then never finish it because it's their giant dream game. You'll learn a lot just by making small projects and cutting them off at a certain deadline, even if that means they come out kind of crappy sometimes.