Don’t think there is that many approaches to learn how to use Panda. If you want to learn how to cook, you’ll need to read receipes, see how others do and ask the community when you get stuck.
Regarding facial features animations, you’ll need to create that with a modeling software and export the results in egg/bam. Blender, Maya or Max are almost all the same, most users will suggest you Blender as it is free. But the choice is up to you. (there is also other softwares)
For collisions, Astelix did create an excelent tutorial.