Can I sell my own LEGO creations?

For example, can I assemble a Super Mario from Lego myself and then offer it for sale?

Or could that be legal problems with Lego?

Or in this case maybe even with Nintendo…

That's a problem with Nintendo because you sell their trademark. You have property on the Lego bricks, that is not a problem.

Of course that gives problems.
You use 'intellectual property' of other companies.

Not with Lego, with Nintendo earlier