If you want a great, in-depth 3d modelling software, I recommend Blender. However, learning everything about it can be difficult.
Pros: Open source, in-depth 3d software, FREE!
Cons: Difficult to learn
If you would like to start 3d modeling using a simple online tool (as to preserve space on a computer for example), there is a site called Tinkercad that is able to make STL files for 3d printers, laser cutters, etc.
Pros: Simple, large user-base, easy to learn, free
Cons: Simple shapes, little customization options.
I use tinkercad myself for 3d modeling, but really the correct software comes down to the user. Try a couple, and see what you like! I wish you luck, keep me updated on progress!