The advantage you have is that you only need to know a tiny fraction of what MAX can do. For the model, you ONLY need the editable mesh tools, that's it. Figure out how to create a box, select it, convert it to editable mesh. A panel will pop up with all the tools and controls you need including the toggles between vertex/edge/face/element/object mode. Once you do that, read everything about the editable mesh tools.
Super important are Cut, Slice, Divide, Turn and Extrude. Learn about snaps and how to toggle them on and off on the fly, it's also important. Turning edges is super important. Very easy to do, the important thing is knowing why and that long thin polys are bad bad and how to turn edges to fix that and keep your geometry nice and clean as you build it. Besides actually moving geometry around, those tools are 90% of what you use adding detail to a primitive object. Also learn how to clone AND create geometry from scratch, creating vertices and making your own faces. Being able to do that makes a lot of adding detail to stuff much easier.
Once you have the model, you'll have to learn how MCO animates the mechs and what animations you need, etc. But for just making stuff, see above.