If I had a nickel for every time I heard this question I would be set for retirement :D
Ok, this is pretty much what I tell everyone:
First of all you have to get Adobe Flash, this is the program that is used to make all the games. It is going to cost a pretty penny as you should expect but you can download a 30-day trial version of it if you visit the Adobe website.
Once you have Flash you're going to have to learn actionscript, which is the coding language used to program games and all that great stuff, and of course you are going to also get to know the Flash interface and learn how to get around the program as well as be able to draw and design all the necessary components for your game.
So to everyone out there who just wants to jump out of bed and make a few video games please understand that this is a VERY complicated process and will take lots and lots of time.