You need to learn the usual. Making a complex character animation is a task that normally involves a team of people, each on their specialty but jointly working towards a goal. One person makes (and adjusts) the geo, another creates the rig (this person usually makes the bones, or use one of Max's system like Biped or CAT, creates the skin, morph targets, controllers, etc) another person normally takes on the VFX (like hair, cloth, chains). This is a VERY reduced team, mind you, because all these tasks might be broken down even further.
But, nothing is stopping you from being a one man army. Max is particular good at that also. So, you really need to build your bases, model your character accordingly to the movement it is expected to make, create your bones, create your rig and controls, skin your mesh to the bones, animate the base geo, create your cloth, simulate it, and so on and so forth.
So, within 3dsMax itself you should have a pretty good base in modeling. You gotta know bones, controllers, skin, morph targets, ... almost the whole package 🙂 No particular need for plugins (unless you wanna do something very specific). Just take your time, do some tutorials on simpler stuff, and build your confidence from there. Start with slim characters (they are the easiest to skin) and build your knowledge. It's NOT difficult, but if you rush or miss some steps, you might find yourself on roadblocks up ahead, so take it easy 🙂
