And do not hesitate to ask questions. (Youve already made a good impression by asking a very very sensible question instead of the obnoxious how do I build a robot ?.) You will find people here will be glad to help.

Tools: see the above answers of other people.
Materials: that depends on what you want to build and how you can manage to keep the robot under the weight limit. It also depends on the size of your wallet or your contacts with people who have access to certain things like parts for your robot.
We advise not only metals but also plastics (like HDPE or polycarbonate) for armour. Try out combinations.
Go for a sturdy frame and - for instance - a way to make steel beams lighter without losing their strength is by drilling holes, every single gram counts. Youd be amazed. The best metals are also the most expensive but you can combine things. There is no law that says your robot has to be built completely with hardox. Titanium is another expensive example of stragically placed armour bits. Even aluminium has its place.
Shock-mount your electronics for they are the most vulnerable to bangs and hits even when completely encased in a protective box deep inside of your robot.
And what I have just written is not a gospel. Find your own way. Try experiments. Visit live events and watch and ask. Learn. Build. Develop.