Once you have done enough brainstorming of ideas, it is time to create rough thumbnail sketches on paper. This is where you would create a series of drawings on the different parts of the character. Try creating different versions of the character, making transformations as you develop the character and using reference materials to get an accurate representation of the different parts.
One of the things to keep in mind when sketching is think about the shapes that make up the character. The shapes gives an indication of the personality of the character. A variety of shapes makes a more appealing character. A rounded form is usually associated with nice characters, a cute character would have proportions based on a baby which is: short; no neck; swayback; and a large head, a muscular type of character would have a large body shape and a small head, and an evil villain would have sharp shapes or angular lines.
( Brainstorming Ideas ) ( Character Sheets )