How i can initialize а gravity?I want my player to stay stay hard on the ground.
Gravity belongs to physics. You first have to choose one of the many physics packages which Panda3D offers.
If keeping a character on the ground is all you need then my advice is to keep your fingers away from physics. Gravity won’t help you here. All physics packages use kinematic objects for character controll, that is objects which explicitly DISABLE all physical influences on them.
Well I also want my character to collide with the wall.How I can achieve this?
Hi kluster! 
A while back i found a set of tutorials that cover collisions.
[Panda3d Collisions made simple)
I hope it will be able to help you as much as it helped me.
It seems the downloads still work.
Good luck and i hope it works for you.
You could use the Bullet engine for collision detection and physics and this: [New Bullet Character Controller) for the character. The character controller is kinematic – it only uses collision detection, not physics.