I try to jump around from subject to subject and even allow a good joke here and there. The next step is naming the character and giving her traits. We figure out all her likes and dislikes. We flesh her out, maybe draw a moon or a tree or jail bars, give her a locale. I explain to the students that everybody has a secret power.
Some people can be invisible.
They can sit all day in a room, and nobody ever even notices them. Some people can be in a really bad situation, and their minds can fly away to Tahiti. I tell them of the thousands of tiny invisible shields that I sport daily, and how sometimes they're uncomfortable but it's better than getting hurt. The little ones sometimes ask if it's true. I smile, suppressing a shriek.