baseball bats, swords, Japanese swords, lamps, clothes, shoes as i said earlier try making a character lots of tuts on YouTube to help you.Personally i started in Maya simple interface and i couldn't get the handle of navigating in max and also searching for all the tools.
i you happen to try modeling shoes try addidas they have alot of good references o there site for every shoe they make.
In this situation, I encourage you to devote some time for doing basic, simple tutorials. The ones that show how to model an object in the program you're using (which one is that BTW?), step by step.
It's of little importance what this object is, as long as the tutorial is easy enough for you to follow. Learning 3D requires much patience, especially when you're just beginning (been there, done that ) but the experience in modeling gained from tutorials adds up quickly. After doing a number of them you'll be more able to make your own models.