If you've just downloaded Game Maker, and run it, you're probably ready to start creating some basic games. It's an unfortunate necessity, but before you can make an MMORPG, you'll need to know how to get around the program. Luckily, that's not too difficult.
The intro screen should look like the screenshot below.
The important part is in the top left panel, the folders named
Sprites
Sounds
Backgrounds
Objects
Rooms
Within these folders is where you will store all of your game resources, including graphics, code, and level design.
There are some additional folders which can be accessed by clicking File > Advanced Mode. You will these folders added to the panel
Paths
Scripts
Fonts
Time Lines
You can keep the program in Simple mode for now.
To develop your skills with Game Maker, we'll now cover the basics while developing a basic game.