There's no wrong way to learn. Whatever works for you, whatever works best, do it. There's a ton of youtubers who post tutorials for gamemaker, so have at it.
Personally I find video based learning to be good for certain things, not for others. It depends a lot on the quality of the material in the presentation and how well it's being presented.
The downside to video content is it's not really accessible to search engines, meaning it's hard to find stuff if it's not titled and tagged well enough to match what you're searching on, and in a long video you may have to sit through a lot of extraneous stuff while you wait for the good part.
Also, it can be faster to skim a book, or index, or table of contents, or search engine results page to find an answer to a simple question. But when you want to understand how to do something complex, a step by step video watching someone do it, and going through the steps is fantastic.
What I would really like to see more of is online books (eg, a website) that uses video the way traditional printed books used illustrations. Imagine reading a book on how to program with NO photos showing what the tools look like, and so you have to learn the correct names that the book uses for all the different features in the IDE, the different UI controls, etc. Still images with a few arrows and labels can make all of that way clearer than paragraphs of text by itself ever could. Well, a gif animation or short video can do even better, and web sites can do that! I would like more :30-2:00 videos, where the bulk of the learning is covered by text, and the videos serve as illustrations, and fewer 20-60 minute videos where it's more like an episode of TV where you have to go through a long explanation where you spend a lot of the time watching the narrator type.