Hi
There are all sorts of ways to do this.  Probably the easiest is to get some wire (waste electrical, garden wire, etc. etc.) and twist it into the general shape for the figure.  Twist thin strips of newspaper or similar, wiped with some paste (best two thirds wallpaper one third PVA) and wind them around the wire to bulk out the form.  Let them dry.  Apply about four layers of pasted strips.  Allow to dry.  You should then be pretty near the form.
The head may be a bit more complicated.  You could do it by the above method, though you might want to use a styrofoam ball as a start - see the latest tutorial.  For finer moulding, since you're new to all this, put a bit of paste with some toilet paper and squeeze and squash it until it's a mash.  Lay it in place and shape it with whatever tool or appliance that seems to suit your need.