>>10371444What materials are you looking to make it out of?
If it is larger then clay that has been glazed should work, just be light on the details to prevent sharp edges and do not make something hollow. If it is smaller, then do it as if you are in the 18th century and make your figurine from sticks and weaving straw (some places still do this).
Neither will get you moving joints or anything like that, but it should be a good start.
P.S: You will probably get more answers from /diy/ on this.