Hello there!
Wad Making can be pretty difficult. Especially if you're new to it. Character wads specifically can be the most challenging of all and its very easy to be disheartened to complete it. You'll definitely need a lot of willpower and sheer focus to get the job done.
For starters, I recommend you use MSPaint for character wad making. Its the basic of the basic of programs that you will need for spriting. Aesprite is my personal favorite spriting program but that costs $10 and its a bit complicated for those who don't know much about spriting. GIMP and Paint.NET are also good options to look into.
If you are new to spriting, I suggest looking up some pixel art tutorials and guides. When I first started out, I used the Pixel Art tutorials available on OpenGameArt. If you are new to Art in general, I suggest learning the basics with learning basic Character Animation and Figure Drawing.
I'm also open to helping you out if ya' want. Just drop a DM and I'll do my best to aid you.