You don't add clothing to the "casual" figures, they load dressed. Judy casual, if I recall does not have textures applied to her clothing, it's all white. You can change this by going to the materials tab, basic materials, clothing. Make sure Judy is selected then double click on one of the cloth materials in the library. Poser will ask you what bit of judy casual you want to apply this to.

To try changing body shapes etc, Alyson2 might be good figure to play around with. Load her, select body and try twisting a few dials in the parameters window. Then select individual body parts and try changing dials on those..

You can buy character packs for figures. These modify the body shape and skin texture. I think Anastasia, a very popular pack for Alyson 2 is available here at Renderosity, and there are packs for a number of the figure supplied with Poser at Content Paradise. There are quite a few packs available for Pauline here and elsewhere.

But a word of warning, some of the packs need other products that are no longer available to work properly, so read the requirements carefully and make sure you can get all that are needed. ( A number of the packs for Sydney require the Ultimate Body Morphs and Ultimate Head Morphs which I believe you can not get any more .

If you want to buy other figures, the most widely used figure for poser is Victoria 4 from DAZ, but she doesn't come cheap as you need not only the base figure but additional morph packs and skin textures to really use her, so unless you are in a hurry just watch out for special deals. You can use any DAZ figure that are a name followed by 3 or 4 (eg Stephanie 3, Michael 4 etc, but again read requirements carefully as the generation 4 figure require the base Victoria 4 or Michael 4.) Don't get confused the Genesis figures, these can be made to work in poser but as a beginner I'd ignore these for now.)

Another female figure you might want to look at is Dawn from Hivewire, my personal favourite.