I talk to a lot of artists. Painters, sculptors, illustrators, graphic designers, hobbyists, you name it. In my opinion it's important to have time for "art talk" if this is what you're really into. And the cool thing is that no matter what it is we're into, we always have the one critical foundation to build the rest of our conversation off: the sketchbook.
But for some reason, when I talk to people who are into painting models and wargaming minis, I find the vast majority aren't keeping a sketchbook. When I ask why, the usual reason I get is something along the lines of not feeling "good enough" to keep a sketchbook or just not seeing the reason.
Lets dispel the myth right now: you ARE good enough to keep a sketchbook. The whole point of the sketchbook is to draw crappy things until they aren't so crappy anymore, then to used that practiced skill to make something beautiful. It's like saying you really want to do archery, but won't try because you're afraid of not hitting the bullseye with the first arrow you loose. They say everyone is filled with amazing drawings, they just need to clear out the 3,000 lousy ones that are gumming up the works.
Furthermore, the sketchbook is where you get to experiment. No one has to see what you're drawing, writing, or thinking about. It's your safe space to get those ideas on paper. Just like drawings, there are lots of good ideas in your head, you just need to get them out in the open so you can then analyze what you really have, and pick out the two or three bits that you actually will be able to use. Got a crazy idea that will never work? Draw it and you might stumble upon a way that it could work, or think or a similar approach that won't be so difficult, or come up with a new idea completely.
Being creative is tough. Everyone's a critic and most people are willing to share their opinions of your work with you whether you want to hear it or not. Most creative people aren't professionals, and don't have the opportunity to develop the thick skin to shield off words of "constructive" criticism. The sketchbook is your testing ground. It's a quick, easy way to visually conceptualize an idea, and get some meaningful feedback before you've sunk 25 hours and part of your soul into the project. It's much easier to reboot an idea you've been working on for 10 minutes.
In summary:
Mechanical pencil + gummy eraser + sketchbook = the most powerful tool in your arsenal, period.
Do it.