I know I rattle on about sketching quite a lot, but I love it. Not only that, but taking time to try out ideas and concepts of paper first means that it is cheap to “fail” early on. The danger of jumping straight into the build of something is that you invest a lot of time and effort, and if you find later that something doesn’t work or doesn’t make sense, then it can be quite costly.
So try things out with pen and paper. Try lots of ideas; test them with other people in your team, and maybe with some users, too. It is quick to outline lots of ideas, and the ones that don’t work can be discarded early on.
A video on the BBC News site about toy creation illustrates this well. Given that these are commercial products, the inventors and manufacturers want to minimise cost, so there is a lot of concept sketching and prototyping early on.