There are so many materials usable, suggesting may not be that easy, kiddo! If you want to start small - say, under 1 foot - you may choose a plastic clay which never hardens. Such allows large/small changes at any time whereas if your material hardens, you're locked in. However, non-hardening clays are not suitable for long term keeping if you like the outcome... Unless you go the moulding route too. I suggest you try one of both first... WallyMart sells two kinds of cheap white clay which handles well & air-drys. Online, there are various clays available. Stay away from the bake-to-harden materials... I've found them problematical for anything larger than jewelry. You might also think about getting some armature wire to support soft materials.
If you have access to a kiln for firing, I really like ceramic stoneware. Kept under a plastic bag, I can work it, and rework it for a week or more before it becomes too hard to work with.
I like to work with an all purpose or slightly more sculptural ceramic clay, rather than those made for wheel throwing. They have a bit more grog in them and thus more body. I have successfully gotten sculptures about 15-18 inches high without using any armatures simply by careful construction and a clay with a bit more grog in it.
If you have aspirations of bronze molding, I suggest using plasticine clay. That is my next goal.