How much experience have you had with 3D modelling? if not much (as in, just started, or not for very long), then find some software that appeals to you, read up basic tutorials on it and start by making simple objects and gradually build up. Once you're starting to get more comfortable with it, then maybe start making more ambitious objects and maybe after that start characters. Once you're on them, then try to get them ingame, if you have trouble with that then you can always ask help here