Does anybody have some tutorials that teach how exactly can I use the actions on the game?
For example, I wanna do my character jump. But, when I jump and press forward, the animation of jumping stops and the animation of walking forward starts.
I wanna do animations more realistics.
Well, I don’t have a tutorial but you can fix that with the priority setting in the logic bricks (F4). For example, if you have the priority for the walking animation set to 4, and had the priority for the jumping animation set to 5, the jumping animation should play before the walking animation, even if you pressed both keys. You may also want to set the blendin to 20 to keep things smooth.
You can also use properties like the bool to set it so it needs to be true when you play the walking animation, then when you press the jump button, it sets the bool property to false. Then you have a int property go up by 1 when the property is false, and when it reaches 50 (you would have to change it so it fits with the jumping animation), it would assign the int property to 0, then set the bool property back to true. 
I love properties
Anda how can I make a character goes up just after the action of jumping, or after a while?
With properties!
Set it up so when you press the jump key, it sets a bool property to true, and when it’s true, it adds 1 to a int property (you could use a timer instead of this way), then have it when the int property becomes 20 (can be changed to fit your requirements), it sets your motion to go with the jump.
Now if you have a jumping animation going with that, it should work fine. 
Feel free to ask anymore questions
It didn’t work. I set two propertys: “jump” and “jumping”.
When I press SPACE the “jump” property sets do TRUE. When “jump” is equal to TRUE, the animation starts and the property “jumping” is set to 1.
When the property “jumping” is in a interval of 1 to 20 he is increased by 1.
When the property “jumping” is equal to 21 the character goes up, the property “jump” is set to FALSE and the property “jumping” is set to 0.
But all the character did was the animation of the action. In the Debug Propertys appears that the property “jump” turned to TRUE and the property “jumping” turns to 2.
Why the hell that happened?
Change the interval property sensor’s true pulse mode on and turn the repeat pulse number up to about 50.
Could you post a blend example?
It worked. Thanks.
Sure, here ya go http://www.fileden.com/files/17915/Example_jump.blend
The delay between the jump button, and the actual movement gives the amount of time to have a animation play. I also forgot to mention earlier that you should assign your properties to their original state after you do the motion (assign bool property back to False, and assign the int property back to 0), I have it in the example blend.
You’re welcome.
Thx facemaina, I will study it and see if I can apply it to my turning ship animation.