Software Advice for making a 3-D puzzle

I want to make a 3-D cardboard puzzle like this:
http://www.muji.us/store/art-and-craft/3d-puzzle-penguin-family.html

I have no experience that would aid in this but am hoping for a fun learning project. What programs do you recommend I use to 1) create a design in order to have it be able to be printed on a laser printer to cut out and assemble?

For stuff like this we use Rhino 3D and a laser cutter. Rhino betas are free to use. Autodesk also has 123D Make which is also free and could probably be use to make something close.

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