The 3d Game Maker is really quite limited. You are stuck doing singe player racing or shooting games with incoherent objectives.
You will want to invest in another game making product. If you are wanting to move toward more advanced games, or want to program/make games as a career it would be good to start with DarkBasic Professional. If you are just wanting to make some small simple games for the heck of it, click-it-together tools are your best bet, there are many better than The 3d Gamemaker out there.
My personal recommendation: DarkBasic Pro, it's a lot of fun learning all the programming concepts, and you can implement game principles with ease.
Crazy Donut Productions, Current Project: Project Starbuks
Sony stole our name!