More often than not, when creating a game, the majority of the art assets will be created in an external program and it will need to be imported. It is true that GameMaker: Studio does have an in-built image editor that we will investigate later, but its capabilities are fairly limited. It's perfect for creating simple art, but there are many other tools that provide us with much more advanced techniques for creating complex art.
There are many popular software options you might want to consider. The most full featured option and the most expensive is Adobe Photoshop , which is the preferred option for most professional artists and can be purchased at http://www.photoshop.com/. A free alternative with many similar capabilities is GIMP, downloadable at http://www.gimp.org/. Both these packages offer a full suite of advanced tools for creating images. There are also many other simpler tools available, such as Pickle http://www.pickleeditor.com/, Spriter http://www...