I'd like to know, how do you make a character? what shape do you start with? i'm lost, can someone make a video tutorial or somthing cause, im lost.

There is a "Building a Basic Model" tutorial in the 3D GameStudio Version 6.31

Reference Manual.
I choose to make models using WED & export to MDL file. Use MED to create animation, edit menu then manage frames, add frames, make sure to rename the frames to stand, walk etc.

What program will you use? I use 3ds Max, here is a tutorial using Max Character modeling, low poly, tutorial.

I start with a cube (or oil drum), its all personal preference. Sometimes I like to use the "symmetry" feature and make half a model so its the same on each side and have it fully visible in another window so its more like sculpting. It all depends on mood too. I use a couple basic "templates" that I have made, here is a pic of one of them [This is a Male template with advanced rig]: