While you want a challenge you don't want total frustration. There are a number of different types of bots so the first step is to find the one that best meets your skills, interests, and budget. As with most activities, you’ll need to have a plan, starting off simple and getting increasingly challenging/complex as your skills progress.
All fighting robot designs have some common elements. They all have drive motors, control electronics, a radio receiver, transmitter, batteries, and battery charger- so these would be a good place to start your research. A great source to look at some of the best parts is “The Robot Marketplace.” Take a look - shop around - make a list - check specs for compatibility. Look at electronic surplus stores/sites; broken, old, obsolete equipment around the house; and/or RC type toys no longer in use.
You should plan on spending lots of time designing and building your first bots. Many people start out with a CAD design, in this instance that is Cardboard Aided Design, to mock-up their work before actual construction. :-) In the final design you should be able to put the bot together and take it apart relatively quickly and easily.
Then there’s the choice of materials: Aluminum, Carbon Fiber, Titanium, grades, sheets, extrusions, as structure, as armor, what strengths do you need where, what are their weights, what’s readily available - what’s special order, what tools do I need for each type of material etc., etc, etc. Remember, the goal is that it needs to be both light and strong.
HINT: For a peek at current competitive designs look at registrants to upcoming events at The Builders DB. While some people do not post their current design, perhaps for competitive reasons, most of the top teams do - take a look - get ideas - see what you like/fits your personality - try something different.
It is also advisable to research the relevant forums and on-line discussions to get a feel for already answered questions. And finally, while you may be able to do almost all of the work yourself if you think you’ll need help outside of your skill set consider a local machine shop and/or go back to the drawing board and simplify your design.
And by the way - GOOD LUCK!
Getting Started