Step 1: Materials and How to Prep the Paper.
As with other types of papier mâché, you want to really soak the material you're using. I pour a small puddle of glue onto a piece of paper, then use my fingers to spread the glue on both sides of the piece of paper I'm working with. Coating both sides will allow the paper to stick, and will allow you to smooth the paper as you lay it.
Step 2: Start With Something...hah
So, 'nough about me, moving on to the actual step.
No matter where you start, you want to start general. Using my hands/arms as an example, I first cut out a simple shape that's going to define the hand, or I twist a simple shape out of paper that's going to define the arm or fingers.
Once you've got the general shape you want, wrap that shape with gluey paper so that it holds it's shape.
That's going to be the basis of basically everything else that happens.
Step 3: Adding Muscle/Facial Features/More Fluid Lines to a Piece
You can, however, stick them where you want them with a little glue, (see photos of the head) and then cover them with another piece of gluey paper, to smooth out the edges. You can then use some thin, blunt object (think pen cap, or fingernail) to recreate all of the lines and features you just added under the paper.
So once you have your basic shapes down, you can use this step to create the rest of your figure, adding stuff in, using an exacto knife to take parts out. Remember, no matter how rough it looks now, you can smooth it all with just another layer of paper.
Step 4: Cloth
The paper will become soft enough that the bends in it will look more like cloth than paper when it dries, and the glue will help it to keep it's form.
You have to be pretty gentle with the paper, as it will tear easily, but you should have quite a bit of time to work with the paper before it completely dries.
Step 5: Detail Work, Case Study: Ears and Hair
Step 6: Detail Work, Case Study: Wings
I taper the ends of my 'feathers' and told them in half, to give them some rigidity and body.
For better looking wings, add primary feathers all along the wing, and then add a secondary, shorter layer on the inside of the wings. This is how bird wings are actually set up, and it will give more substance to the wings.
I then cover the leading edge of the wing with just some gluey paper, to hold all the feathers in place and give the impression of continuity.