So you wanna make your own game, but your wondering where to start.
First of all you have a big decision to make, whether you want to design a 2d or 3d game. I'll try and provide some background on both to help you decide.
2D - Most games on this site are 2d and in general these games are much easier to design and finish. Depending on what software you use, you may not have to worry about coding at all. If your no good in paint, photoshop, or graphics programs this probably isn't the way to go. Everything you see in a 2d game has to be drawn, including the animations to make your characters, walk, kill, and be killed them selfs. Depending on how good the game looks, all this could take a long time. Backgrounds are a little easier, since they don't require animation and software like Games Factory provides you with graphics for you background.
So you'll need some software to get started. These are two programs I recommend.
Klick & Play
This program is kinda old but it's free and a good place to get started.
Games Factory
Probably the best program for somebody serious about making games. It's pretty cheap too.