Ok so I am also going to make this where you can learn from it so I found to move objects

Well there are multiple ways to do this but what you can do is check for a collision with the player. If the collision is true check if the player is above below to the left or right of the object, then move the obj by 1 in the opposite direction until collision = false (I'd also have a counter so if it loops through the code more than a few times it breaks from the loop) you could do a similar thing for the maze walls to keep it from being pushed into them. There is probably a better way to do it though.

or

Put this little guy in the collision event (exe piece of code) in BOTH objects...

x += 0.1*(x-(other.x))
y += 0.1*(y-(other.y))

small code can do wonders, tweak as needed...

how to create a sprite and and a object

to answer you question you need to create 3 things.
1 - your sprite
2 - an object that your sprite can attach to
3 - a room in which your object can be place.

A sprite is the image that you want to show the player of your game - this could be a character.
An Object will hold all the functions. You attach the Sprite to the object so that the player can see what the object represents. For example: If you want to create a wall. You would create a sprite, and within this sprite, you would draw a wall. Next you would create a new object (and call it wall) and attach the sprite to this object so the player can see it is a wall. You would then add the functions that make the wall a wall, such as a collision to stop other objects passing through it.
Next you need to create a room, from here you can place the Wall Object anywhere you like within the room while essentially makes the levels.

Generally you want to name everything the same, but with a 'title' so you know which 'wall' is an object or a sprite.

sprites are typically titles spr. So for a wall, you should call the:
Sprite 'spr_wall'
Object 'obj_wall'
Room 'rm_level_1'

Remember, the reason room isn't entitled 'Wall' is because this is where all the wall objects are places to make a level.

These rooms can also be used for other things such as introductions, title pages etc. The room is what the player is presented with when they load the game.

There's a tone of tutorials on Youtube and on GameMaker, check them out sometime.