New to this

[captain jaster]

I would recommend learning to use Lazarus. It looks like Delphi, uses Free pascal compiler, works on Windows and Linux and doesn't cost a thing.

You can download it (Use latest snapshot always. The recent "stable" version is very very outdated and in fact less usable.) here: http://www.hu.freepascal.org/lazarus/
"Lazarus + fpc 2.4.0 - win32" is propably the most common pick, but choose the fitting for your system.

First question you may have concerns executable size being over 11mb on empty form. This is solved removing debug symbols from .exe, this is done in compiler options.
- Strip Symbols From Executable (-Xs) -> Checked
- Link Smart (-XX) -> Checked

Also, if you are using other libraries you will be forced to type their directory path in the project paths aswell, for each project.

I am using lazarus

Hey captain jaster.

Welcome to the forums.

A compiler: Delphi is of course a popular choice. There's the commercial product, but Turbo Delphi works equally well. Chronozphere also mentioned FreePascal as a possible option.

Next, choose a directx/opengl wrapper. There are many available, DelphiX used to be quite popular, but nowadays Asphyre or Hadron Game Engine (aka PyroGine) are two of the better options to choose from. Note that it is not required to use these packages, but they tend to make life a lot easier as much of the hard work is already done for you. i.e You don't have to think anymore setting up the graphical interface, capturing input, setting up sound, working out collision detection systems etc etc. Mind you, these are 2d engines, there are other libraries for 3d. Also, both come with demos. Have a look at them, learn from them.

Ok, with that out of the way, next thing you should be thinking about is what kind of game you want to make. A puzzle game, platform game, shooter etc. Also consider for a moment if you're able to get the assets for it, especially the graphical content.
Judging from your post I'd say you are quite new to all of this so I would recommend choosing something simple like a Space Invaders or an Asteroids clone.

Anyway, I hope this help a bit

Thnx Im Hoping to make a small 2D platformer
But do you know how i can get started with Asphyre.
Theres alot of Files In the Src