If I were you, I'd grab a C# for Dummies book and start learning the code. Also, I don't know for sure, but hopefully Microsoft was smart enough to put a nice FAQ or a Getting Started section somewhere on their site for XNA. Between books about C# and some help from Microsoft, you should easily be able to make a Pong Clone or a Space War Clone. In fact, when my Dad became a part of the XNA Club(or whatever that is) they gave him a complete Space War Clone and told him to alter it however he wants. So if you can find that, that is a complete game ready to run on a 360 that you can mess around with and see how certain commands work.
As for Game Maker, it's a good place to start if you want to get your ideas out on the table now. But, personally, I would prefer to take your route and diving straight in.