Check out graffiti around your town or online (see Resources) to get a sense of what is possible and usual in graffiti writing.
Sketch your name, or moniker if you have one, in shapes that you feel express you, or incorporate ideas that you liked from graffiti that you've seen. Practice the shapes and the way the letters interlock and complement one another until you have a tag with which you are satisfied.
Sketch the whole alphabet, picking up on the visual themes that you sketched in your name. Consider how you want to shape each letter so that it has movement and expression.
Sketch many different words using the alphabet that you created. Practice how different letters interlock with one another until you've mastered the graffiti text.