Artistically I'm into doodling or drawing. I also write a lot, not just jokes but screen plays or plays. It's easier to define a character if it's not yourself. I'm big at writing things down and making lists, too. There are piles of paper on my desk, in my car and by my bed.
Some people have a problem with writing things down because they think their ideas are bad.
But it's just a tool of the trade. You might write down 10 stupid things and then have a hit on the 11th. And you'd never have gotten to that one if you hadn't worked through the first 10. I don't try to completely flesh an idea out, but just write two or three words. And then I go back later and expand on it.