Help with getting into hack making

Hello there!
I'm new here but I have some knowledge in programming (Not enough for this type of hacking, though.)
(Experience in game development with C++ & objective C - and professionally a web developer using PHP, JS, AS and more)

I'll start off by saying that it'd be really nice and helpful if you had a FAQ thread for those complete newbies who don't have any idea how or where to even begin studying as at the moment the info is spread in the threads around and they just keep opening threads asking for info.

But I'll continue to where I'd love to receive help at the moment, as I never really went too deep with hacking, I am not entirely sure how to go into bypassing the protections those online games have installed.

For example, I have the commonly used debugging tools such as OllyDbg and IDA, Simply attaching them to a game like AVA won't work, and as far as I know I'll need to unpack them / get a dump to examine and find pointers.

Now from my experience it is much, much easier to search for addresses while the game is running, and to be honest I'm not quite sure how I'll be able to find relevant pointers in the current century that way x3 so I'd love to get any tips for how to do this efficiently.

Another thing I was wondering about is how do you generate the dump? I know the idea behind it but what tool do you use to make it?
Are you simply using one of those programs I mentioned before and just save the data to a file? It'd just be really nice if you could spill some information about that.

I might ask more questions if any will come up - just having you warned lol
But yeah, I'll appreciate any help.

Thanks in advance!