Choose the characters to include in your set. You can enter a string or a commma separated list of characters (each item should just be one character). At least three shapes are required for each character and setting the max to be higher than needed is fine since any blank cells will be ignored.
More examples of each character will produce more accurate results but will result in slightly larger file sizes and runtimes (linear increases in both cases). The overall size of the shapes does not matter, but including skinny and fat versions of each shape helps. Extra flourishes can be a real problem so consider including some common loops and lines.
If the shapes are fairly unique and predictable then ~5 examples of each will produce pretty good results, but if different characters can look similar then you need a good correct match to be included in the training set.
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Choose the name of this set. If you choose the same name as an existing set of points, then the old set will be overwritten. When you are done editing, save and return home to generate the array of points.