So I want to start learning how to at least make a small game before I leave school.the thing is I don't know where to start.Ive tried engines lime RPG maker and FPS Creator but those don't allow to much freedom.
So what language would be good to know,I heard C++ but no to sure.
Now the game engines
What game engine would be good to start at?
I heard There is a free version of the Unreal Engine out. Has anyone tried it? Does the Unreal Engine work well for games that aren't shooters? What 3D engine would be good for a 3D side-scroller.
Or should I start at 2D first?

FAQ

Depends on your goals.

Using a more advance engine right of the bat means that you won't learn about more basic stuff that it will hide from you (normals, matrix operations for some quick examples), but will definitely be more produtive. Start with simpler engines will teach you more, but will make your progress slower.

Basically you have to decide how deep you want your knowledge to be. Please notice that there is no "best" choice here, for instance a good C programmer knows how the system handles function calls and memory perfectly, but that doesn't mean he can produce better programs (or games, in this case) than a python programmer, who will have those handled for him by the language.

Using a more advance engine right of the bat means that you won't learn about more basic stuff that it will hide from you (normals, matrix operations for some quick examples), but will definitely be more produtive. Start with simpler engines will teach you more, but will make your progress slower.

I'm aware of all this,the thing is I don't really know where to start.the only engine that I can think of that is simple is game maker bit it seems way to easy to actually learn from.

Depends on what you want to achieve. I started with JS/HTML5 (and am still a fan of it for my hobby projects) with ImpactJS. It was perfect to get started and learn, with great documentation, and JS was/is great for fast prototyping and being able to implement new ideas quickly. It's better suited for 2D, but people have coupled it with Three.js. There are also some 3D JS engines around (like Goo), but depending on your goals it might be better to learn the basics of 2D first. By the time you move on to 3D you may be better off going to something like Unity and starting with C#.

If you go for 3D game programming, then Unity is the best decision. If you just want to make games/focus more on the artistic side of things, UE4 gives you better results. For non-programmers, Blueprints are great. In Unreal Engine 4, you could get official or community game templates that set the base for your project. You could play with both engines, experiment, and see which you like more. After you decide, focus on it.
The decision is yours.

P.S. UE4 is not free. It is an engine with monthly subscription, under a small fee. However, you could subscribe just for the first month and continue to use it, but you won't be able to get updates unless resubscribing. UE3 (UDK) was free, but it had some design issues that made the life hard for indies (unrealscript etc). In UE4, you can do other games than shooters, it is open for all the generes. In UE3, doing everything else than shooters was very hard.

To address one of your questions that hasn't been mentioned: UE4 can certainly do more than just shooters. In fact some of the standard templates and tutorial content address other game types, like card games for mobile for example.

Spending a few dollars on UE4 for a month will give you an eye-opening look at the scope and sophistication of a full professional engine. Even if you end up choosing another option, the education alone is well worth the investment.

So I want to start learning how to at least make a small game before I leave school.the thing is I don't know where to start. Ive tried engines lime RPG maker and FPS Creator but those don't allow to much freedom.

Games aren't about any particular language. You can program text based games in vanilla C++, python, or ruby. As a beginner, you probably won't notice the difference between an interpreted language and a compiled one. Games are generally about mechanics. Furthermore, when you involve graphics, you incur the unruly beast of 3D math: matrices, vectors, and dot products(Oh my!). Case in point: a 3d side scroller essentially means you've taken a 3d game, positioned the camera at a right angle, and switched the camera's view matrix to orthographic -- flattening the world. Can you do this in UDK, or UE4? Yes. The most important thing to consider, when choosing an engine is not the feature set or bells and whistles, it's how well the DOCUMENTATION is. UDK is a repeat offender in this respect; in my opinion, Epic's documentation of UDK is near abysmal. Unreal 4 has made leaps and bounds, over previous iterations. Be forewarned, the unity free version comes with limitations as well, even though they're on the brink of releasing version 5 of the engine. You don't get a bunch of fancy shaders, but there's good documentation, and a lot of assets. The UI is a little drab though.