First, python is a requirement for Blender. Do you have it installed? You also need Niftools. http://niftools.sourceforge.net/wiki/Blender has downloads to everything you need.
Second, if you're trying to import Skyrim models to Blender, it's not possible yet. NifScripts needs to be updated for the new nif information. As far as I know this is not done yet but I haven't been following any Skyrim threads.
TES Alliance is an excellent source of information on all things regarding modding. There are classes you can take to learn Oblivion modding (Skyrim classes will come once the CK is released), including an excellent course on http://tesalliance.org/forums/index.php?/topic/3111-modeling-class-under-construction/, (look for the links on that page), with quite a few experts available to answer questions. Come give it a try, learn the basics then you can apply that anything.
Try doing search for Blender on TESNexus, you'll find many many blender tutorials. This one is particularly good for http://tesnexus.com/downloads/file.php?id=18979.