Why it is important to start with thumbnail sketches for some of us is that it helps let out all of your ideas so you can take your time on thinking about which style that you prefer. For thumbnail sketches  you usually just use a pencil to draw out different styles of a picture or an image that you came up with, and it can also be words in different style you like. Once you get all your ideas down, you can go back and pick one of the designs you came up with or add something in it that satisfies you, and thats it. It helps on taking your time to pick out something you like instead of just drawing out one thing.