How I start to create a person with movement ?

I need in my terrain of create a person with movement, for move to my terrain, besides that I need treat collision, how I start that ?

I will advice you to go through the 3D platform tutorial:

http://unity3d.com/support/resources/tutorials/3d-platform-game

Here you will learn a lot about movement and collision (and a lot of other interesting stuff)

I second Mortennobel's opinion. The tutorials are extremely informative and help teach you the basics. However if you simply want to get a first person camera/controller thing in your own level I suggest you look at the link here -> How to make a simple first person controller.

It will walk you through the steps of importing and creating a first person controller asset.

Step Three is where you create the actual FPC gameobject.

Hope that helps.

Hans