If you want to program in Object Pascal, just program in Object Pascal, it's not so scarry once you get into it more. As neat as Game Maker is, it won't really teach you how to use the tools or learn the language. Game 'design' concepts sure, but you need programming experience to really break ground in learning it. It'll come, just don't get too discouraged if it's not coming right away. We all went through this and we want to help so you are good to go as long as you keep trying and make the effort. Trust me, it's worth it.

Along with this fine pep talk, I'm going to give a caution. I'd stay away from networking or online anything for now. Keep your game local. Networking is an aspect of game programming that can even make commercial game developers for EA Game cry. Save this for something that you will learn a bit later. Instead try your hand at simple rule-based AI for computer players or adding joystick/gamepad support so that you and a buddy can play and test it on one machine. You can do some cool stuff with both those areas without splitting your head open on networking so early.

Games with simple yet an addictive quality will do you the most good. Your torpedo game seems like such a game. Keep the things you have to program to a minimum so as not to overload your project or you'll lose interests fast.

Also check out my tutoruials on making an Artillery game I use Lazarus and JEDI-SDL and I provide the source code you can download and compile yourself. It might help you figure out your setup for making games too.