Firstly, if you want to know anything about getting your surfboard moving, get the attention of the Scripting Tips forum.
Now, as for the actual building part of the job, for a surfboard, you have various options...
OPTION 1 could be described as the beautifully simple option, although it's in some ways the least beautiful because it's the option to make the main body completely 2-dimensional. You just need a texture with an alpha channel, so to be compatible with SL uploading, that's a .tga file. The effect of that "alpha channel" is to have a see-through portion of the texture (as we have all seen in .gif files, although that's just indexed transparency), so that the board appears to have a surfboard shape. Once you have a texture that looks like your board, make a completely flattened (the limit is .010m, unless you apply the right tricks...) prim of the Building Block Type: Box or Cylinder (chosen under the Object tab in the building window). Apply the board's top and bottom appearance as a Texture (there's a whole tab named for that) using the Select Texture option to pick the sides. If the texture has the proportions of the surfboard (but the prim doesn't), uncheck Stretch Texture before you stretch your prim to the size of the surfboard image. As a necessary final touch to hide the prim's actual shape, get yourself a completely transparent texture (I and others could help with this "alpha" texture) and apply it to the edges.
POSSIBLE SIDE EFFECTS: in SL's graphics, two images with an alpha channel, placed closely one on top of the other, may have trouble properly displaying which one is on top. So, this surfboard, placed on a prim-wave, may end up looking too often as if it were beneath the water.
OPTION 2 (though I'm starting to doubt the effectiveness of dividing them up into individual 'options', as your options aren't all that limited...) would be to take it up into 3D by giving it flat edges, kinda like on a coin. This limits you to having a surfboard in the shape of the actual prims (but the good side is that once you've decided to use the shape of the prims, you no longer need alpha-channel textures). So, the process here would be to take a cylinder or two and apply the texture like before, then apply a matching color to that flat outer rim. To slice them up into the shape you need, play with stretching and rotating these ellipses with various Cut settings. To align the textures, you'll have to mess with the numbers in the Texture tab, and you may find the Planar texturing mode useful (it's based on actual texture size, not percentage of prim size). Also, once you've assembled multiple prims as one object, you should link them together with Ctrl-L.
OPTION 2.5 would be to take Option 2 and smooth it out by attaching a rounded edge. This would require adding prims of the Building Block Type: Torus. The main new Object property to play with here is the Y Hole Size.
POSSIBLE SIDE EFFECTS: The seams between two prims are inclined to stay just a bit apparent in SL's graphics, so plan to minimize this effect both in how your prims meet up and how your textures go together.
OPTION 3 would be an interestingly smooth effect, but harder to texture: build it out of flattened Spheres (another Building Block Type). This can be much like building it out of cylinders, but for texturing purposes, if you're going with a two-sphere design, consider slicing using the Dimple option. Avoid having the spheres' poles right on the top and bottom of the board unless you want a very radial texture.
THE 'FINAL OPTION' would be to learn to use some external software like Blender or Wings 3D (don't ask; I haven't yet...), and sculpt your own by rearranging the points on a 32×32 spherical mesh. Then you would use one of the shape-to-texture plugins found around here to convert it into a .bmp file for upload. However, before exporting a long object like a surfboard as a texture, it would be best to stretch the whole object's proportions out to an equal '1m' size in all three dimensions. Then, you can create a prim of Building Block Type: Sculpted, apply this texture as its sculpt-map, and then assign its final proportions in-world, thus giving SL some idea of the object's actual shape (it will approximate all Sculpted prims as stretched spheres for physics purposes).
Now I know I've neglected to say a word about the fins at the back of that board. I would recommend you consider the techniques explained from the options above to create these. One decent option: cut spheres. Although, if you can use the 'final option', you will find yourself able to craft the shape all as part of the single Sculpted prim.
Please, if I've skimmed over something too quickly and you want to know more, just ask. I don't know exactly how new you are, but I hope I've pointed you in the right direction, as you asked.
