well, i would recommend milkshape for starters as it is cheap and can export in the right format. it is easy to learn and has many tutorials on the site. take a look
here
Once you have become certain that you want to model for more than a hobby i would start looking at the major applications like 3DS Max or Maya. However they are very expensive and i would wait until your an experienced modeler that can use the software probably
EDIT : oops did you mean AI or characters? obviously AI is a scipting issue so like POK said look in the scripting board. However if it is character modeling you want, then read what i said
HMMMMMMM