Everyone has linked to Gary Panter’s ten tips for keeping a sketchbook, but that is because they are so awesome.
You can make all kinds of rules for your art making, but for starting in a sketchbook, you need to jump in and get over the intimidation part — by messing up a few pages, ripping them out if need be. Waste all the pages you want by drawing a tic tac toe schematic or something, painting them black, just doodle. Every drawing will make you a little better. Every little attempt is a step in the direction of drawing becoming a part of your life.
Panter, although perhaps best known in the popular consciousness as the designer of many of the props of Pee-wee’s Playhouse, is also a renowned painter and cartoonist. His DAL TOKYO was recently published by Fantagraphics.