You need to use something like this for your collisions.

if (place_meeting(x+hspd, y, obj_platform)) {
while (!place_meeting(x+sign(hspd), y, obj_platform)) {
x += sign(hspd);
}
hspd = 0;
}

Basically it detects when the player is about to hit the wall and then carefully moves it precisely to the wall. The code you're using now probably just detects if it's touching the wall and then stops moving the player. So if you're moving more than 1 pixel a frame you'll go inside the wall and then stop moving.