I have all the programs I need (I think) But I dont know how to make it! I cant find a tutorial that starts it from scratch! Can anybody tell me how or give me a link to a video that shows how? Thanks!

Well it greatly depends on which 3D modeling program you are going to use. You'll be doing mostly the same type of things method wise, but they all have varying abilities and nuances that make specific tutorials neccesary. If you are using Blender, there is a great weapon creation tutorial that will teach you to make a sword. Honestly, the best way to learn is by following any "simple" tutorial you can find on youtube. For example, when I learned how to use Autodesk Maya 2012 I followed a Chess Set Tutorial. This taught me various practices that were vital to making objects that I actually wanted to make. Extrusion, Scale, Merging vertices, mirroring geometry, all of these things are used on every single model you will make, but by following tutorials that focus in on these aspects you will be off to a much more focused start.

No one wants to learn to walk before you learn to run and unfortunately that will lead to lots of headaches.

What do you mean "from scratch"? Including the model or no?

Model manipulation can be found in youtube by searching "add weapon models in skyrim". Don't worry, most tutorials already includes learning about collision mesh and other essential things. Some might not though, so if that's the case, go to google.

If you're referring to customizing a weapon, then Customizing Weapons & Armor section of the Creation Kit website might help.

No links, sorry. No permission.

I'm using autodesk 3D 2013. But I don't know how to make the sword. Like make it "sharp" or anything. And the tutorials either don't use autodesk or already have an obj. If that makes any sense.

What you're looking for is not Skyrim-based, it's 3D modelling in general. If I'm correct, you want to know how to model something that is of similar style as of Skyrim, yes?

Rather than looking for topics about "how to make a sword in Skyrim", focus on the general side, such as "how to make a sword".

Ok thanks!