You may be better off asking on the Bethesda forums (forums.bethsoft.com) - there's a whole forum dedicated to the Creation Kit and modding. There's no native .nif exporter for Max so you have to use 3rd party tools to get anything from Max into the Creation Kit. Whether new animated characters are possible or not I don't know.
*.nif is created and owned by GameBryo, while there are free readers and writers out there, they have known issues with things like, LOD, skeletons and skin binding. I believe the Max support is better then the Maya support, but do a lot of small form tests before investing huge number of hours into something.
Hi guys, since my last post there was not much inspiration in the air and my model is still in raw build up process and lacks detail. Furthermore there are exams to handle and I'm pretty sure I'll be pretty busy then. So maybe in a couple of month I'll be back hopefully with some good news and results ;) In the meantime maybe you'll already have some great work to show us and some new advice.