I don't use Blender - I use 3ds Max, and thus the exporter for that program is the only one I am familiar with. I can try to give you some advice, but it may not always be helpful.
When it comes to assigning hand slots, look at some of our current .cal3d character files to see how it's done. For example in the ylianm.cal3d file we have:
<!-- sockets to attach weapons -->
<socket name="head" mesh="0" submesh="0" tri="94" />
<socket name="righthand" mesh="3" submesh="0" tri="108" />
<socket name="lefthand" mesh="4" submesh="0" tri="108" />
The mesh and triangle number is something that you find in your 3D application - locate a triangle in the hand, and input it in this form within the .cal3d file of your new model.
All character models need to be split into different meshes - hair, head, torso, hands, legs, feet, and arms. This is to allow the different texture and mesh changes upon equipping armor.
I can't write a modeling tutorial for you right now, and plenty exist on the net anyway. Just keep in mind that you shouldn't exceed 2000 triangles for the entire character, and that for it to animate properly, the important joints like knees and elbows need 3 edges (with a lower number, the mesh would deform in unpretty ways.)
You have to create a model first, then create a skeleton and attach it to the mesh(es) - and check that it moves properly and no vertices move when they shouldn't or don't move at all. Using the 3ds max exporter, I have to export the skeleton first, because all the other parts depend on it. So skeleton first, then different meshes, and then the animation. Again, I can't give you exporter details for Blender because I've never used it. It will be up to you to try to figure it out for the most part.