@princess_snezy
First you need to understand codes for older systems. And I strongly suggest you learn to cheat with VBA first as it is far more amenable to this (emulation is better/faster/more stable for one). I can say with near certainty everyone who makes cheats started on more well understood/better emulated systems.
1. Game inbuilt: up, down, left, right, hold a and press start sort of thing.
2. Game Genie: These are codes that alter what the console "reads" from a card/disc/iso/whatever. Normally they are limited to ASM type hacks which involve you finding the opcode that looses you a life and altering them but you can do anything with them (walk on water, raise the max ammo in a gun, characters speed.....). Very loosely this is what cracker and bleep are effectively doing but in a more permanent manner.
3. Action replay: at say 03002F0 in the memory there is a value, it corresponds to your life/number of bullets/apples/monkeys/whatever. By holding it at a value rather than letting it be changed you have a cheat. The rest is just encoding it.
All you really have to do is fire a bullet and see what has changed (90% of the time it will be given a 7 if you have 7 bullets (or the hexadecimal equivalent for higher numbers).
Start with a simple game (more complex ones employ tactics to make it harder: pokemon, final fantasy, some mario games, megaman titles are good examples of ones to avoid at first).
Three links should bring you up to speed:
Basics and some GBA implementation:
http://ezflash.sosuke.com/viewtopic.php?t=686
Theory (and DS implementation, possibly a tad outdated):
http://doc.kodewerx.net/index.html
Advanced (and some initial stuff):
http://etk.scener.org/?op=tutorial
Also it does not hurt to have an idea of the basic GBA/DS hardware:
http://nocash.emubase.de/gbatek.htm
Custom version of VBA with a focus on hacking you might like at some point:
http://www.romhacking.net/forum/index.php/topic,4521.0.html