How much programming experience have you had already? If it is none at all, then be prepared for a lot of self study and self practise along a tough but ultimately rewarding road if this is something you really want to learn.
You'll get better response on this forum if there is a particular topic that you are stuck with and need some help, rather than a general "teach me to code" request, as this is a very large topic.
If you are a complete beginner, I suggest your best bet would be to try the tutorials built in to Game Maker to start with. I know GameMaker 8.1 has them, not sure if GameMaker 8 also included them as well. They are under the menu HELP->TUTORIALS.
I also recommend you read through the GameMaker Manual to see the various functions that are available. Make sure you read the GML Language Overview section in particular. It probably won't make a ton of sense if you are a new learner, but it pays to be at least a little familiar with it.
There is also a Tutorials Topic section on this forum, there are some posts for beginners just learning to code, have look there.
At the moment your question is very broad and couldn't be answered in a single forum post. There are many websites offering introductory courses to coding that you can find using any internet search engine.
Then, as you work through the examples and tutorials, if you don't understand anything in particular, then would be a good time to post what it is exactly you don't understand or need more explanation.
There are many helpful people on this forum, just be a little more specific about what you current level of coding experience is, and what exactly is it you want to learn first.