That's a big undertaking.
First look up some modelling tutorials. You won't find many that are JA specific. Once you learn the tools and functions then you'll be ready for the model.
Next you need to look around for some skinning tutorials. There are lots of those around. You'll probably want to use The Gimp or Photoshop.
For animations (these are what I did) you can use the program Dragon or XSI Mod Tool. Dragon is the tool I used and I made three styles. I'm still uncertain if anybody else has ever made a complete style.
The easiest part to learn will be the skinning. You should practice skinning a few models that you like into other characters.