Hi Apfelstrudel and welcome to the boards.
Take a look at the tutorials here on SLW - there are some very good beginners tutorials to help you get oriented with Lightwave (check out the coffee cup, tabasco, peppers and ocean tutorials, then maybe move onto the larger ones such as the Lava lamp, stratocaster, grassy knoll and McLaren)
You could also check out the resources at flay.com -- loads of links to plugins, tutes, resources, etc.
As for books, you definitely need a copy of Dan Ablan's "Inside Lightwave [x]" books (get the best one for the version of LW you have) - the best supplement to the manuals ever written.
For converting models, you'll find LW can convert many formats via import/export with varying results. If you want to outlay a few (hundred) bucks, then you could also try checking out applications such as PolyTrans or Deep Exploration.
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