Study puppets and puppetry, study robots, once you understand the mechanics of how to make things move, then look at the electronics and controls. You can do a lot with a simple motor without a lot of circuitry.
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Get some experience with electronics. By a soldering iron, and start disassembling some old electronics. See what parts you can use, and then built something from them. Go to the library and find a book about electronics. When you've got enough experience with electronics, there's a lot of instructables here showing what you can make with electronics. You'll soon be able to built your own animatronic :P
Thanks! Can you suggest any good beginners books in particular?
Sorry I can't, but you should be able to find some beginners books at the library. If you dont have much experience with electricity either, i would suggest to learn some of the laws of physics about electricity (Ohm's law for instance).
I've taken a few physics courses (AP highschool, 2 college level), I'm just more concerned about the fact I've never done anything hands-on. =) Thanks!
Okay, that's good. If you know the theory you can concentrate on your soldering and stuff like that. I would suggest that you buy a good soldering iron (Weller is a good brand in soldering irons). No problem.