Best way about starting is to try out each of the modelling programs that are available to you.
I did this and although Blender has a very professional look about it, And is understandable. I just don't like the way it works, Can't describe why. xD
Others like Maya just didn't really catch my eye as better than others.
If you're serious about 3D Modelling and maybe want to pursue a career or something in it, Start with 3dsMax. It will immensly help you later on.
I use Wings just because it has the nicest workflow, but lacks the ease of some of the modifiers and tools Blender / Max has etc, Such as being able to make circles in faces for screws etc.
Then if you want to use the advantages of these others programs you can always export your model and use the other program on it to do certain bits.
But yeah, try out all the programs, give them a good few days each. And then just pick whichever one you like most.
Lots of youtube tutorials and lots of experimenting will help you alot.
A nice basic set of things to experiment with trying to make with each would be
Chair with Table
German StickGrenade
Bottle
Glass
Look up plane modelling and Orthographic view pictures aswell, they help incredibly.