Make Human.
http://www.makehuman.org/you may use Daz3d characters too, but you need a license to use the 3d meshes in your 3d game.
If you want to build a 3d character from scratch, then use blender, 3dmax (expensive), maya (super expensive). I have 3dmax which I used with Skyrim modding. I would say it's not that easy to make a 3d character. judging by the way you asked the question, I presume you don't even have basic skills to use a software like 3dmax, so I strongly suggest to go for a software like Make Human or daz. both are free. they provide a framework, and you can build your character on it.