You just learn to use it, there's no easier way. Do not start with guns, because they are rather hard for first time modeler. And the result looks plain ugly. Begin with something easy, like crates. And of course, use tutorials. Blender has a lot more tutorials than Milkshape.
And seriously, drop sketchup. It might be cool for creating simple models, but when you want to get them into FPSC, UV-mapping is quite hard, because Sketchup creates some uneditable UV-seams, so the best answer is to redo model in other program in that case.
To my experience, 3ds MAX is the easiest one to use, but that's just my preference. Try different programs and stick with the one you like, and learn to use it. Only practice makes you good.
There really is no reason to NOT to do games.
