Here is some background info on both game makers:
The RPG Maker series is really meant for the hobbiest in most cases and is easy for beginners. It's a point and click game maker that focuses primarily on.... you guessed it, role playing games. Although it allows for the user to create their own events to change the behavior of the game. It's amazing how far you can customize the game with the newer versions, RPG Maker XP and RPG Maker VX with ruby scripting. Although, to really control your game you must know some programming basics. Overall, it's a good program to get your feet wet and grow from. I started with RPG Maker 2000 myself, it's a fun lil app.
Game Maker is a 2D game maker that allows far more flexibility than RPG Maker. Although you are somewhat expected to build everything from the ground up. It's not recommended for beginners in my opinion. It does offer drag and drop tools, and a interface that is fine for most common game elements. Although if you want to do something complicated, you would have to learn it's scripting language called GML (Game Maker Language). It is somewhat similar to c++ syntax wise, and hard for beginners to tackle.
As to which one is better, it's all up to the user's needs. RPG Maker offers alot more out of the box, but it's not nearly as flexible as Game Maker. Both these applications were made by different companies, and use their own engines to run the game projects, so no, they are not compatible with one another.
As for FAQs, you can find tutorials and help at
http://www.gamingw.net/forums/. The people there cater to many game makers, but mainly RPG Maker because it's so popular. Just post a question in their RPG Maker forums. They'd be happy to answer.
Game Maker has it's own forums
http://gmc.yoyogames.com/, and it's pretty active. Just post there with any questions you may have, they're pretty helpful.
