Well if you are just starting you are going to be looking for a few of the following things:
1st of all, if you are using Flash CS3 or any version of Flash that can use Actionscript 3.0, you should probably learn that instead of 2.0 because I have a feeling that as years go by AS 2.0 might be obsolete, plus, AS 3.0 is a better, more well-structured, form of AS 2.0
To get started I always recommend looking at tutorials at the following sites:
Kirupa.com
Flashkit.com
Actionscript.org
-There are a few others too, but those are the sites that got me started.
Also, if you want to take it to the next level I highly recommend getting an Actionscript book from a local Borders or at Amazon.com. My first actionscript book helped me out immensely
As for components that you should be looking for in tutorials and books here are a few things that I think all Game developers should know about (but certainly not limited to):
Booleans
Numbers
Arrays
Functions
Coding on the main timeline
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Physics (gravity)
HitTests
Wall Collision/Object Collision
Enemy AI
Point Systems
Saving (Shared Objects)
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And always take into account that making Flash games is not a quick and easy process, if you want to succeed you can, and it is worth the work. However, it will take time, patience, determination, and motivation.
Hope that helps,
Good luck mate :D