If you specifically want to make objects, which I assumed from your post, then you can certainly make a start with Gmax. Just be aware that you are getting into 3D design, and there is no easy way to learn -- for instance, there are not a lot of tools specifically for FS, you just need to learn how to model in 3D, and Gmax is basically a scaled-down version of one of the pro modelling tools, with an appropriate learning curve.
If that doesn't put you off, I'd start with a tutorial -- there is one by MS, how to build a house, I'll track it down for you later, but there is also a
simple building tutorial on my site.
Take as much time as you need to get comfortable with the techniques covered in the tutorial. Gmax differs from some of the software you may have used in the past in that it does require training, I suggest 4 -- 8 weeks of getting to know the basics. Once you understand the basic features of FS models, you can start your own. Start small, though -- maybe your own house, or s simple hanger at your local airport.
There are plenty of experienced folk here, so don't be afraid to ask anything.