.STL files are the most common files when it comes to 3D printing. They describe a 3D object by breaking up its surface into triangles and storing the info of these triangles. Most CAD software i.e Inventor®, Solidworks®, ArchiCAD® e.t.c are very capable of exporting into this format. Just watch out for the units when doing so, we assume all dimensions given are in mm.
3D printed parts are not usually completely solid unless you want them to be. The inside is filled with an infill structure as depicted in the photo below. The percentage of infill is a balance between final object strength and amount of material used and so the purpose for which your material is intended will influence our decisions on infill.
We've dedicated an entire page here to helping you make the most
informed decision on which material to choose. But in short, always choose PLA unless you're making
something that you're sure will need the extra toughness of PETG.
TPU is the closest thing the 3D printing industry has to rubber. Its pretty close actually.
A simple example of how multicolor printing can be achieved...