That question is much too general... You'll need to have a specific piece of armor in mind. Even if you want to create a full character - big projects start small

After that was said, modeling most pieces of armor is basically creating the general shape of the body in that part and adding fine details, textures, etc.

You'll have to start with the basics. If you haven't done so by now do some basic tutorials (Kurt's work is amazing ). If you've had a chance to go over them feel free to start experimenting and post any question regarding specific details here. It's also a good idea to know what you are modeling so try to find reference pictures before you start.

Hope this helps,
Benny