Hi Draco,

I decided the same thing about two years ago.  I had been an artist all my life and painted portraits, so I thought, "how hard could creating my own characters be."

-first, you'll need to be a master 3D modeler.  If you're starting today, give yourself about a year just to be decent, and a life time to master.
-next, the UV map.  Go download a uvmapping program and experiement stretching out simple shapes like spheres or boxes, then imagine mapping a character with 100,000 polygons.
-and then, texture mapping.  You wont be able to use existing texture packages, so you better be a talented texture artist, or know someone who is.
-and then there's RIGGING the character in Poser so it can move.  This all depends on how you divided your mesh. Different mesh cuts means differences in how your character bends and moves.  Try to find a few tutorials on SETUP ROOM and give that a try.  It's less skill and more voodoo and luck.  You'll come to hate terms like "spherical falloff zones."

So after I had done all this, tested, packaged and submitted to Renderosity and sufferend a partial loss of eye sight from staring at vertexes for months and months, people complained because the expensive clothing packages they owned wouldn't work on my model.

But several added that my model was really hot, but they had no use because of the clothing issue.

So good luck and have fun.