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I know this is a quite general question , but I've always heard about creating mathematical models in economics, social sciences, engineering,... And I would want to know what are the starting points and roadmap to understand what a mathematical model is and how to create them. Thanks

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COMAP, the Consortium for Mathematics and Its Applications has developed lots of materials at different levels that address your question:

http://www.comap.com/

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Any online resources? –  Fgblanch Dec 16 '10 at 17:17
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Sample downloads are available here: comap.com/product/samples/sampledownloads.html –  Joseph Malkevitch Dec 16 '10 at 19:29
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The last time I taught mathematical modeling we used Introduction to Mathematical Modeling, by Giordano, Fox, Horton, and Weir. The first part of Chapter 2 contains a nice introduction to the modeling process.

A search on Google books for mathematical modeling texts should yield some more good results.

My answer to a recent math.SE question also contains some discussion of the modeling process.

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