How to take a 3D model from a video game and put it in Blender?

I don't want to know how to take a model from a minecraft game, instead I want to know how to take it from all different types of games. My questions are:

1:Does it work on all video games?

2:If I get characters, do they come rigged?

3:Do all of them come textured?

4:Why are they always so small?

1. Depends on what type of game.
2. Sometimes. Search Google for XNALara Models. They have plenty of rigged character models for XNALara and you can import them thru Blender with a script.
3. Most of the time, yes. Sometimes you'll need to manually apply the textures.
4. You need to scale them via Blender.