You simply do not pick up the program and start writing flash games. Flash games require programming the ActionScript (if you want it to be any good) and that requires a lot of patience and practice.
flash games are really hard to make. like ilcid said, you need to know programming code and stuff. also flash MX is kinda hard to use if your a beginner (all i can do is a basic stick figure animation and that was after toying around with it for about a month!)
Or you could use Game Maker. Its really easy to use and it allows you to make Flash games. (and yes someone has made good games like a Mario game on it) you can also make a online game. But Im going to start by making a zelda game (because on this game system Zelda games are hard but not impossible)