- Once you have opened your InDesign document, make sure that your Character Style Sheets palette is open. If it isn't. go to
Window > Type >Character
(or use the shortcut Shift + F11). - Now that your palette is open click the "New Character Style" button.
- You should get a new Character Style that InDesign calls "Character Style 1" by default. Double click on it. You should get a new window called Character Style Options.
In the illustration, below, (larger version of illustration) the Character Style palette is on the right hand side of the screen but it could be floating anywhere on the screen.

