One option is to pick a programming language and start learning it. Python or C# are good choices for first languages.
Another option is to pick up a tool like Game Maker, or a high level engine like Unity or Unreal, and start learning that.
Learning to program will take longer, and you'll spend more time focusing on the basics of programming by building text-based console mode games. In contrast, learning something like Unity or Unreal will let you get started much faster building fairly complicated graphical games. But you will ultimately need to learn some sort of programming or programming-like logic thinking in order to really customize and tailor what you can do with those engines.
It will largely be a matter of how much instant gratification you need to satisfy your creative interest. I would personally recommend you dedicate a few days to trying to learn Python and making a simple text-based game like "guess the number" or hangman. Then switch gears and spend a few days trying to build something simple in Unreal or Game Maker. Think about which you enjoyed more and go from there.