The one in my sig is very very very detail, perhaps start there.

So wait, you coded a full engine with Game Maker?! That is awesome. By engine do you mean like a game engine where you can create a game using your engine as opposed to starting from scratch in Game Maker with sprites and such?

You might like to play around with Maratis3D if you are into how making engines. Maratis is open source and free, and the engine side is written in C++ (I wish I knew C++). Since it is free and open source, you can modify it however you want. Anael's Engine API is relatively simple to grasp as compared to even Unity3D's basic API for making a game.

Maratis uses LUA on the game side (that's two languages you can learn in one)

How are you learning C++? From books?

I remember when I started with game maker :3, however, be warned that jumping from something as simple as game maker code to full blown c++ may be a steep learning curve, and it may take a year or two to get real good at it. You can always try an easier language like javascript or C#, but it's up to u.