Firstly - how old is your son?
Fondant icing is probably more palatable than marzipan (plus, if you're having a party, some children may have nut allergies, so icing would still be preferable, and, IMO, easier to work with)
Just buy some black food colouring - you can work it easily from shades of grey to black with either fondant icing or marzipan (just start off with the tiniest drip into your icing, then work up from there until you reach your desired colour).
Don't get me wrong - I'm absolutely no cake-maker. I made a Peter Pan themed cake for my son's third birthday. Made the cake to look like a galleon, used wafers and chocolate fingers and string accordingly. Modelled the croc out of fondant icing, but his mouth wouldn't say open, so I propped it up with a cocktail stick. Forgot the stick was in there when son ate said croc - Oooofff. Could have been very nasty.
Don't fret about it too much - your son will appreciate your home-made efforts. No matter how pitiful mine have been for my children, they have always been the ones that have been remembered. (In a good way - I hope) 
You can either use blobs of wet icing to stick your shields on to the side of the cake, or you can buy cake glue from specialist shops (or online).
One thing I might suggest for the shields - make a card stencil, then use it for all your shields, rather than try to cut out each shield individually. Not trying to be obsequious, but if, as you say you haven't a clue, that is exactly how I learned little things, by doing daft stuff and wishing I'd been a bit more sensible. 