How can I make a game?

Well, it depends on what type of game you want to make. There are many types of games, some using flash, others using java (minecraft for example), and others using languages and programs I've never heard of. I'd try to give you a link to a flash tutorial but I've never looked into that language myself so I couldn't recommend one. If you want to make one in a 3D world the Unreal game engine has a developers edition out. It's free, only catch is you cant profit of it or you have to buy the actually thing. Oracle has the Java development thing completely free. Python is open-sourced so no worries there. And PAWS (a program I found to make text adventures slightly easier because it has library's built in) is again free, but I don't remember what it said legal doc. Then again you could always make a board/card game if that's what you like.

Use a program called Game Maker.

Then work your way up to making a game using actual programming languages such as C++.

Well this is a pretty vague question. There are many games you can make the question is what game do you want to make and how? If you just want a program with no coding skills required and you want to make a 'C' level game at best you can go check out YoYo games or other game making sites.

However if you actually want to code your own game I recommend starting off with the basics. Go learn some basic Python and get used to using Pygame. Make a basic pong or snake game. I would recommend codeacademy if you want to start. After that I recommend you learn Java, HTML/CSS and jQuery. If you start making your way to the more advanced languages then you can use programs like Oracle to code your games.

With python you can start by making a text based adventure game just to get started in the language. But you can't make a good game without a lot of practice. Here are some useful links to get you started.

Code Academy
PyGame
A quick WikiHow on how you would use the kknowledge