This tutorial has been updated for version 2.6 of Blender. The main difference is the use of the Priority setting in Action Actuators. The new version is more concise than the old version so the old version may still be useful for extra explanation.
This tutorial shows how to interactively control a very simple character rig using the Blender game engine.
Key points –
Saving short animations as actions e.g. a simple walk cycle
Using a logic brick keyboard sensor to detect a key press
Using a logic brick actuator to play an action e.g. walk cycle
Linking them so a key press runs the walk cycle
Linking the same key press to a motion actuator
Creating a default, standing still action
For a more advanced tutorial on controlling an armature rig go to http://blendercookie.com