Hey! I choosed Jinx cause I like her a lot and here is the process:
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First I made a sketch in which I explored a dynamic pose that could show Jinx most unique characteristics, then I went with hatching to be able to find the light and shadows in the character.
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Then is time to take it to photoshop, first I created a dark silhouette so the colors would stay behind the lines, then I went from dark colors to light ones so that I could create volume more easier and give more realism to the character.
Finally I used some filters to give her skin that pale and cold look.
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For the background it was a process of trial and error going from cold to light colors plus rocky textures to achieve a nice effect and last but not least I used a combination of filters to create a nice illumination in the scene.