i totally agree with adventureman, start simple.. if i was you.. i'd grab the Lassie tutorial
http://pgames.bikelectrix.co.uk/wiki/index.php/Lassie_Tutorial, and do the tutorial, then add your own graphics etc and expand on it, the content of the tutorial is basiclly what you need to do to set up any game
i dont have flash
if you don't have flash download the trial, it lasts 30 days, if you look around the net you can find flash 2004 for something like $45 new
if you can't afford Flash, Adventure maker requires no scripting to make games or Visionaire but aren't free
or theres Wintermute.. which looks awesome or good old AGS which are freeware
i think i joined here in 2005 and only now do i feel its the right time to try something bigger, i reckon 80% of people never get past the first level when trying to start off on a full game, its just so involved having to do everything