Some helpful points before you build your own 3D character.
Less before best:
Generally when building a model it is best to plan it before you build it. This often requires researching the work of others and adapting what you learn into your project plan. One thing I have learned over the years is that its best to start with less detail in your 3D models and add more as you require it. High poly models are not high poly to begin with. There is usually a process of building up detail slowly and carefully.
Others know best:
Before you embark on your first character model I suggest you take a look at some character models built by successful 3D experts in order to get a feel for your own models development. Here for example is a great head building tutorial for 3DS Max. I am including this here as a visual guide to design, rather than a software guide.
Start simple and builds skills:
From my experience with students frustration and flops. Not to mention my own. I understand that an over eager mind leads to many failures and that a consistent and slow accumulation of knowledge leads to fabulous results for future growth. Don't go at it like a bull at a gate! Learn things slowly and review everything. It will soon become second nature.