What kind of game? First you need to have an idea for one. So what's your idea?
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In general:Decide what sort of game you want or can make: Board game, card game, software type game, adventure game, DD type etc.Then decide what the objective is e.g. to take all the pieces.To get rid of all the cardsTo reach an objective first etc.Then decide on the rules neede to control the game e.g.Each player goes in turnEach turn is decided by the throw of a dice etcThen design the playing area and playing pieces. Then play with your friends a lot to iron out the bugs.
Try searching, this question is asked once a month.The general answer is that if you have to ask such a general question then it is currently outside of your skill set. Learn some programming, 3D modelling, animation, script writing, etc. or have lots of money to pay others to help.If you manage to make a game, check out Kickstarter and/or Steam Greenlight as ways to get your game into the public.
GameMaker will help you create basic games (platformers, puzzles; think original NES games). There is a steep learning curve associated with the program, but there are also plenty of tutorials, just search for 'game maker tutorials' For example: http://sandbox.yoyogames.com/make/tutorials