Just to continue from where the above answer leaves off, a character sketch is about personality traits. Your sketch should explain what is revealed in the work about the character's personality.
Basically, then, you are explaining and analyzing the characterization in the novel.
When you read the work and draw conclusions about a character, you are drawing conclusions about the results of the characterization.
Then, when you analyze how that characterization is achieved--how you know what you know about a character--you are studying the methods of characterization. The writer may use dialogue, actions, or description to establish what a character is like.
To summarize and explain:
- You write what is revealed about the character in the novel, then you...
- prove that it is revealed: by citing action, dialogue, and/or description.
The supporting evidence the excellent answer above mentions comes from the methods: action, dialogue, and/or description. That's where you draw examples, anecdotes, etc., from.
Not that a character sketch necessarily even mentions the methods used--that's not in itself important in a character sketch. That's just where you look for evidence.
There are many ways to do a character sketch. Let me suggest a few approaches. First, you want to have a thesis, even with a character. So, study the character and come to a conclusion of what the character is like. The second point is that you need to persuade your reader that you are giving an accurate picture. So, you will need plenty of evidence. You will want to offer a few quotes at this point. Third, what often helps is a few anecdotes that really underline your thesis. Show how a certain story or scene shows the essence of your character. Finally, anticipate objections and address them. If you do these things, your character sketch will be convincing.