Do not get into programming because you want to make a specific game. Are you truly interested in programming, or do you just wish there was a Pokemon game the way you like it? Programming is not an easy thing to do, it will take you at least a couple of years before you're at the stage where you could consider making a game like Pokemon. The first year or so will produce fairly underwhelming results, since you'll be focusing on just learning basic aspects of the programming language.
I'm not trying to discourage you, but you will ultimately be disappointed if you try and learn a programming language to make a "Cod-Clone/MMORPG/insert game here". Games like Pokemon take around 2-3 years to develop, and that's by a team of advanced programmers in a corporate environment.
A better approach is to learn a programming language and just think about small goals, like making a calculator, various interesting gadget-like applications, etc, and moving your way up. Set small goals for yourself, so that you get a consistent feeling of accomplishment. Set too lofty a goal, and you'll fall into the "I've gotten nowhere D:" pit of depression.
I recommend learning Visual Basic to start, it's a fairly "basic" (hehe) programming language, but it's not like Game Maker in the sense that it actually is a fully-fledged programming language, not a game editor.
After you've thoroughly learned the concepts like variables/arrays, input/output, functions, etc, I suggest moving onto C++. It's quite the monster of a programming language, but C++ is the language that virtually all games (PC, console, etc) commercially sold are written in. It's very powerful and flexible, but on the flipside of that, can be quite tedious to learn. However, if you understand the basic concepts of programming, it should be easier than jumping right in.
All in all, the most important thing to understand is that there is no "shortcut" to making great game's like Pokemon. It requires knowledge, experience, and hardwork. Tools like Game Maker are ultimately just intended to teach kids the concepts in a way that is interesting, they are fairly limited in their scope.