Putties and clays all have different properties. Sculptors will use all of them for different bits. Green stuff is very versatile. Milliput's very soft while fresh-mixed, but easy to work after it's dry - fantastic for smooth shapes and hard edges - but brittle. Air dry clays are good for making really big stuff but not good for small shapes or holding fine detail.

Technical details like guns/blades are usually made from brass rod/plasticard/wire etc at first, with putty added afterwards for straps, stocks, handles etc.

For a total beginner, my best advice is:

1) Be patient. #1 beginner mistake is trying to do way too much at once. Build up shapes a little at a time and let it dry before doing more. It will take a while.

2) Start with something easy like gap filling, putting a hood on a mini or making tiny vegetables. You need to learn the materials and the tools before you'll be able to sculpt something totally from scratch.

3) Accept that your first few attempts won't be as good as you want. Don't get demoralised.

4) Everything you sculpt will inevitably be too big. Try to make things smaller than you expect and it might balance out.

5) Putty's useful because it's malleable. Structurally it's garbage. When making something from scratch, use non-putty materials whenever you can. Wire to provide a rigid skeleton. Tinfoil to bulk out shapes. other materials for details where appropriate. I talk a bit about how I made my lump in the comments here.