Use the tutorial that game maker came with it will help you along especially for a shooter. Helpful tip F1 is your best friend and Google the syntax of gml. Besides that have fun and try to get tied up with big picture ideas. just create!
If you make a list of individual things you want to do, it might be easier to look for code examples:
How to make an auto-scrolling level?
How to make a player shoot with autofire when you hold down the attack button?
How to make a player object that can use different attacks based on active weapon?
How to make enemies and bosses have their own health?
Most of the other stuff you'll need are basic GM stuff like creating and destroying instances. For instance, to make the breakable walls you see in the final stage of Gradius III...
...you'd make wall objects that destroy themselves when a player shot hits them.
Enemies are mostly the same, they should be destroyed when hit... only complication is that they should also move around.
Another thing you should mess around with: see those droplets in the ceiling that spits out blob enemies at you? Spawn points like that could be done using an alarm: after a set time, they spawn an enemy, and resets the very same alarm so it'll trigger again. They're perfect for things like that, and every object has like a dozen alarms of their own.