I think it's better to start with Pygame or XNA (haven't used it myself).

I have no idea how much you know about programming games on other languages but just copy this to GM room creation code, run it and play around with it, I hope this helps you. It's a simplified version of how your game should look (at least in python/other similar scripting languages).

var xPos, yPos, i;
xPos = irandom_range(0,room_width);
yPos = irandom_range(0,room_height);
xSpeed = 1;
ySpeed = 1;
loop = true;
while loop{
    if keyboard_check(vk_space){
        loop = false;
        break;
    }
    if keyboard_check(vk_enter){
        xPos = irandom_range(0,room_width);
        yPos = irandom_range(0,room_height);
    }
    draw_set_color(c_black);
    draw_rectangle(0,0,room_width,room_height,0);
    draw_set_color(c_white);
    draw_text(0,0,"Space == Quit    Enter == Reposition")
    draw_circle(xPos,yPos,5,0);
    xPos += xSpeed;
    yPos += ySpeed;
    if xPos>room_width
        xSpeed = -1;
    if xPos<0
        xSpeed = 1;
    if yPos>room_height
        ySpeed = -1;
    if yPos<0
        ySpeed = 1;
    screen_refresh();
    sleep(5);
    }
game_end();

Also you should probably write your own functions for drawing screen, player movement and so on.