I just thought I'd add a couple of things;
Yes, as Venks said, Game Maker uses its own language, which is
similar to C and C++, as well as Paschal, but C++ won't always work in Game Maker. Mostly it's close enough that you
could theoretically use the same code, but I just thought it's worth mentioning that GML isn't quite the same.
Also, while I agree you should try to use GML as soon as possible, I don't see why you can't use Drag & Drop at least to get the hang of how things work. Especially since in the latest Game Maker versions all the D&D actions just
translate to GML anyway. But I guess it depends, I personally have always used the code, but for some people it makes more sense after using D&D first.
If you do use code, there are a few other events from Create and Step you can use, though, for instance in a project I'm working on the Draw event is used for many objects. Of course, that's for more advanced projects though. The main thing to watch out for in using the Step event is that you aren't doing too much calculations in every step, or it will slow things down. Simple checks like what Venks showed with his example aren't a problem, but if you start putting complex calculations in the Step event it'll make a big difference to speed.
And while I'm at my ranting, I might as well mention code structure

It is important to make sure when you're coding that your code stays tidy, and comments are your friends! Although you may think you don't need to worry about any of that because
you know what your code does, if you ask someone else for help they'll find it a lot easier to help you if your code makes sense. And remember, if you're working on a big project you may have to go back to your old code months after you wrote it, and it might not make as much sense now as it did back then.
For example, compare these two snippets of random code:
:
if x<=0 {x += 1; y += 2;} else if x>=10 {x -= 1; y -= 2;}
else{if xprevious {x += 1; y += 2;} else{x -= 1; y -= 2;}}
:
if (x <= 0){ //if x is on the left side start moving to the right and up
x += 1;
y += 2;
}
else if (x >= 10){ // else if x is on the right side start moving to the left and down
x -= 1;
y -= 2;
}
else{ //if x is in between 0 and 10 keep moving the same direction
if(xprevious < x){ //if the last x position is to the left of the current one move right
x += 1;
y += 2;
}
else{ //else it must be to the right, so move left
x -= 1;
y -= 2;
}
}
I know which one I'd rather be reading!
The main differences are just comments (anything on the right of a // is considered a comment and Game Maker highlights it green just to make that clear - you can also use /* as the start of a comment block and */ to end it) to explain what everything does, each expression or statement is on a new line, and blocks are indented so you can clearly see what is under each block.