Hello,
just a newbie question: Can I create indoor maps with Panda 3D, too? I read about creating terrains, but maybe I will need indoor parts, too. Thank you for your help! 
Yes of course, you can create anything you desire in 3d, as it’s simply a model.
An Eiffel tower, a house, a hill, the Grand Canyon, humans, monsters, anything you want.
Panda3d only manipulates models, so look for Blender (free 3d modeler) tutorials (or Miya tutorials if you wannt to pay lots of money…)
Thank you! I already have MilkShape3D (from a computer book’s CD-ROM), can I use that, too?
And you said I need to create the world as a Model? Never actually did that. Can I place other animated Models in it, too (like for example, a laptop in a house)?
In fact, you did. You just didn’t realize that. Every 3D engine works the same way. A level editor, such as Hammer or whatever, only helps you place models (NPCs, weapons, but also doors and walls) around your map and assign mechanics to it. Blender can do the same things (as for mechanics you would probably use tagging and write some code to assign mechanics based on those tags), and in fact, it might even prove more powerful because of it’s flexibility (you’re not limited by the functionality of the editor, you can do whatever you want that’s possible within the scope of general real time 3D graphics). Even though it comes in expense of more complex usage, probably. In general though, making maps for games is always about placing 3d models around.
Sure you can.
You could probably use it for making the models, but then you would need to export them into Blender anyway in order to use Chicken to make an Egg. Of course you can export to some format like DirectX, which is probably supported by MilkShape (never had the pleasure with this editor), but then you would loose the all-useful tags, which are a great help in getting stuff to actually work in a game as something more than static visuals.
So, I would recommend just using Blender (2.49, because 2.5 is not supported at this time). It might not be the easiest modeler to wrap your head around but there are lots of tutorials on the net and you will largely benefit from Chicken that way.
OK, I learned using Blender. Can I just build a plane as floor, four big, flat cubes as walls and another plane as a ceiling? Or is there anything “special” i could use?
Yup, that’s the idea. After you’ve built your house/model, look up Chick egg exporter scripts in google. That’ll let you put them into panda3d