I've taken a try at making a walkthrough of my process for making a horse creature in New Vegas with Blender and Nifskope. You might find something of use in it. Be advised it is long, I probably repeat myself, and some info is probably not 100% accurate.
MindBoggles for their guide on adding custom creatures to New Vegas. Without which I probably would never have gotten a custom creature to work in New Vegas.
The Nexus Forums for their general guidance and helpful users. Without whom I'd probably never have figured out how to properly mod New Vegas.
The Gunetwork Forums for their input and interesting requests. Without which I probably never would have given making custom creatures a third or fourth look.
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Before starting this be aware that there is a lot of poor writing and grammar. A lot of the things that are done are probably not the best or most efficient. At the end of the day you should have a creature with custom movement that can move and attack. It will not have dismemberment, nor a ragdoll, nor be able to be set to essential properly(unless you don't mind it being functionally immortal), and it will still have a chance to randomly convulse. You will have to troubleshoot it like crazy to get it to work properly. I am sharing this so that folks can at least get an idea of how to get custom creatures to work using Blender. I know that there are people out there who have done much better work but there aren't all that many tutorials on the topic.
Just know that there are limitations and struggles before getting into it.