Look the last post for the question.
There are couple of formats that can be used like e. g. png, targa, jpeg etc.
See also http://wiki.blender.org/index.php/Manual/Output_Formats for image and video file formats supported by Blender.
You will have to unwrap your models if you want them to be textured in the Game Engine
I have heard about something like normal mapping,and things like this.Is it only viable at non game related texturization?
In fact, normal maps have been specifically designed to bring game models and textures to a upper level. Blender supports normal maps natively now (check ‘NMap TS’ buttons in the Shaders panel - Material buttons, to be used along with the ‘Normal Map’ button in Map Image panel - Texture buttons) in the render, but unfortunately at the moment, not in the Game Engine (I’m not interested in GE, so I hope I don’t give you false information about the latest thing I said).
Maybe I found what I wanted.My friend told me about full render,I put a material(the default one) and a texture, all via materials button.The result was in gray,but my UV texture was originaly colored.What did I have done wrong? This could improve my charater texture a lot.