One of the dreams of many people who play games is that, one day, they might get to make their own. The reality is much more harsh, of course. Making games is tough, very tough and a lot of good people have been chewed up and spit out over the years by setting their sights too high. You will not make a new Call of Duty on your first try, nor will you make a Final Fantasy. Instead, if you do want to give it a try, you might make a platformer or something simple that, hopefully, works.
There are now programmes you can buy to get you started though. RPG Maker is one such programme. It’s very specific in the genre you can make, but it gives you the templates you need to get started. You can import a lot of your own things but for first timers it’s a fairly decent place to start.