if you're looking to model objects definitely go with sketchup. just download it and start--it's super user friendly and highly intuitive. if you're familiar with computer graphics programs they're all fairly similar with a toolbar etc etc so I found just starting out and looking for specific help when I couldn't figure something out was easiest. here's a good resource from fresh start to advanced:
http://www.sketchup.com/learn/videos
don't bother with autocad for 3d modeling unless you're getting very detailed and find sketchup too limiting--it's not nearly as user-friendly and will mostly be a headache. it's easier in some ways, but mostly not.
as for illustrator/photoshop it's a little easier to do some internet lessons first. lynda has some good ones and there are free ones all over youtube. it really helps to have something specific that you want to do when learning it, but there are some tutorials that highlight the most important tools/techniques. then you can figure out what you wanna do specifically. I learned some stuff in a basic graphics class but I mostly figured it out through trial and error and tutorials. note that the two have different applications and have limitations where the other will be more suited for a task, even when they may seem similar (note that the pen tool has very different purposes for each as I wish I had known earlier haha). if you aren't sure of each's purpose look into it to make life easier!
basically you can search for anything in google and there'll be some sort of tutorial to help.