Even though I'm a max user, I am going to suggest using Blender if you are starting out... mainly because at the end of the day the core functionality of a 3d package is going to be relatively universal... sure, there will be some differences but if you're aiming for modeling, the skill-set is essentially universal and the main differences are usually in how that package approaches it from a UI point of view.
and because Blender is free... whereas max, though it is my preferred package, costs money.
That said, I will surely suggest max after blender though... but then again that's because i'm a fan of it more than anyhting else and it's what I'm most familiar with.