The aesthetic came along the way I think - just through experimenting and going on tour and trying stuff out on stage having fun with it and not taking it too seriously. If I had a ballgown at home I'd wear it onstage. If I found something in a charity shop I'd wear it. That's where it grew from - just wanting to play dress-up.
The most important training though is to experience life as a writer questioning everything inventing multiple explanations for everything. If you do that all the other things will come if you don't there's no hope for you.