How can I turn myself into a mythological creature in Photoshop?
Creativity is not simply a few clicks on Photoshop you have to study art delve into the reasons what you would be and why then compare how you would look what it is a representation of. Draw rough sketches come up with an idea, work on it until your satisfied either draw it in with a wacom tablet or draw it on paper and scan it into your computer and color it on Photoshop.
If you have the photos and Photoshop, then you have all of the tools that you need. As for the technique for something that extensive... That's not something that you'll be able to find a "howto" here. Even to "whip something together" quickly would require extensive detailed instructions - and that would all be particular to the files that you have, and the version of Photoshop that you're running.I would try googling for Photoshop tutorials for the bits and pieces of what you're trying to accomplish (there are countless ones out there) - or picking up the "Adobe Photoshop Classroom in a Book" to learn the tools needed to do that.