Ok, I see alot of questions around the game development forums of people wanting to make their first game, but they don't know where to start. So, I decided to write this tutorial, having been in the same situation before.
NOTE: This Tutorial:
-Is meant to help you get past that initial bout of developer's block
-Does not teach you how to make a game, just help you start
-Cannot help you if you cannot answer the questions asked

So, let's get to it, shall we?

How to start your first game project:

--So, the first thing you need to make sure you have is an idea for a game, but to understand that this idea may become compromised based on the limitations provided by your environment. SO, if you do not know what kind of game you want to make, take a minute to think about it before you continue reading. Once that's set, we can get to work:

Step 1: What platform are you building with?

--Now is the time where you think about what you will use to make your game. Do you plan on programming from scratch? If so, what language. If not, do you plan on using an engine, or a game creation software? Now you need to think what limitations your platform has. For instance, if you are using, say, RPG Maker XP you may be limited to making an RPG (you can use RGSS scripting in RMXP to change this, but if it's your first game you'd best keep it simple.)
--Now, knowing the limitations of your platform, tweak your game's idea to fit within constraints. These tweaks may be anything from reducing the number of people in a player's party, to even changing from a First Person Shooter(although, chances are if you're tweaks are this extreme, you may need to go back and come up with a new idea for a game. It's not so bad, you're first game won't be your best, so it's not so bad to save your best ideas for later anyhow.)

Step 2: Finalize the central idea for your game.

--This is the point where you decide, once and for all, what the central theme behind your game is. This will include deciding things like what type of battle system you will use, what type of menu system(for your first game, it's not so horrible if these are modeled heavily after another game, just keep the story original.) Now, once you've decided the central idea for your game, keep this in your head! There are a few things, such as Battle System, that should not change if it can be at all avoided. As you work you'll realize that you come up with better ideas as you go, but DO NOT relent. If you change the project too often, you can more easily lose sight of the main goal of completing the game, and you can end up dropping the project all together.

Step 3: Story and Characters 1st draft.

--This is the point that's usually the most fun for new developers. This is where you get to create the world your players will explore and the people they'll meet. One great tip is stick with something you really like. If you don't like the final fantasy type stories, don't make a story like it just because you think people will like it. If you've got no passion for your story, there's almost no way it will come out the way you want it to. Make sure you have alot of fun with this part, but also make sure it can be done on whatever platform you are using.

Step 4: Development.

--This is the part where you start the harder parts. This is where you actually start th emapping, and the art, and things like that. During this step, you may find yourself going back to steps 2 and 3 from time to time, which is fine. That will happen sometimes. Just try to make sure that you keep the changes within your control.

I hope this has helped you get started in taking your step into the world of Game Development. If you still need help, feel free to contact me.
~DeM0nFiRe