This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
First of all, how much programming experience do you have? What kind of game do you want to make? Games can vary from very simple ones like tic-tac-toe or connect four to more complicated games like chess, go, or Quake. In either case, you need to start by learning a programming language, if you haven't already. From there you can learn about graphics, sound, and all the other details that go into creating a game.
Sorry that I don't have anything more specific than this. Perhaps it will help if you explain what kind of background you have. That will give us a good idea of how to help you go from there.