How do you create a game

C++, Java, Python, GML, Flash.

Get a programming language tutorial up, and get started on your learning.

Suggestions in order of best-to-worse (In opinion only.):
Game Maker 8: Easy, yet able to do all sorts of things. It gives you your first experience in coding as well, unlike other game makers.
Python This helps complete your education. You begin learning how to make your own variables, and there's less hand-holding.
Java This is extremely useful, and has much less hand-holding.
C++ Complex and powerful, the behemoth itself.
Flash Expensive. In-browser like Java. I know little about this.


Programs required:
The IDE for the chosen tool / coding language. (Game Maker 8 for GML, Python IDE for Python, NetBeans for Java, Code::Blocks for C++, Flash for Flash.)
GIMP, or some other freeware painting program, for art.
Blender, Sculptris, or some other freeware 3D graphics program for 3D graphics. (If your game has any. I suggest against 3D until you have a LOT of experience.)