Brainstorm ideas for your supernatural character. Make a list of possibilities and include a name, basic description or even a sketch of what the character looks like. Write down what makes each of the brainstormed characters supernatural, whether they possess magical ability, foresight or a pair of fangs. Pick a promising candidate and try to research other instances of that type of supernatural ability in fiction; for example, writers with an idea for a vampiric character should first acquaint themselves with "Bram Stoker's Dracula," among other texts. Decide upon one of your brainstormed ideas to start developing your supernatural character.
Draft a list of physical characteristics for your supernatural character. Describe in writing how your emerging character looks. Include details like height, weight, muscular strength, bone structure, hair and eye color, tattoos, scars, skin tint and so on. Formulate a subsection that specifically describes the physical characteristics relating to your character's supernatural status, like wings, fangs, permanent wounds, claws, tails or insubstantiality. Be as detailed as possible, but don't be afraid to erase or otherwise modify details if you get better ideas.
Move on to make a separate list describing the character's personality and inner life. Contemplate how the physical appearance and interior self of your character are related to one another. Write down details like fears, hopes, traumas, dispositions toward anger or violence and relations with other people. Focus a subsection of the list on the personality attributes relating to your character's supernatural nature, like connection with higher powers, unusual reactions to mundane stimuli, fear of intimacy with normal people or forced isolation from the world. Identify your character's greatest weakness; this can later be woven into the plot, placing your character in a compromised position.
Write a biography for your character, beginning from when your supernatural character was born and continuing for as long as desired. Use the lists of physical and personality characteristics as a starting point when writing the biography. Explain in the biography how your character came to possess supernatural abilities, whether they were present from birth or dramatically acquired at some point. Continuously edit and revise the document; the trick is to play around with the character until something powerful emerges. Be as detailed and descriptive as possible. Use the biography to form a plot around your supernatural character and begin writing your story in earnest.