All games fit into certain genres, or mixes of genres. This page aims to explain the different genres of games, and their relevance to indie (in this instance Game Maker made) games.
Arcade
These are the games you would expect to find in an arcade cabinet. Usually shmups. This type of game is common for creators such as Cactus and 2Dcube.
Bullet Hell
Arcade shmups in which thousand of bullets will be fired at the player and they need to frantically dodge them. Game Maker users known to have made these games include Cactus.
First-Person Shooter (FPS)
These will generally be in a 3D engine (although on rails FPSes are often not), where the camera is aimed where your eyes, would be, and you can see your gun only. One of the best known GM examples is Sapphire Tears by JakeX.
Maze
Fairly self-explanatory.
On-Rails Shooter
Think of Time Crisis, it's the most famous example of an on-rails shooter. It is where you get cover and a gun, and have to pop out to fire at enemies. You have no direct control over movement, only if you're protected by cover or not. These are commonly played with a lightgun.
Party
A game where more than one person can play quick matches of many different kinds, having loads of fun without having to learn anything. Generally, these are no/little fun in single player.
Platformer
These involve using jumping, and often other, skills to traverse long gaps, land on small platforms, and generally test the player's precision.
Puzzle
Real thinking games. These will tax your brain.
Racer
You're in a car, you're after the win.
Shmup
Short for shoot-em-up.
Sport
Includes football, American football, golf, rugby, and any other sport that can rock your socks. These are scarcely seen in the Game Maker scene.
Strategy
Generally in strategy games, you don't control a specific person. You order troops of men into battle, planning well ahead to get the best advantage over opponents.
Turn Based Strategy
Strategy game where players each have a turn, like a board game.
Real Time Strategy
Strategy game without turns, where everybody is playing at the same time