Remember that paper is cheap and that experimentation is valuable. Make all the bad art you can. The cost of all the paper I wasted in the last 5 years is probably less than the cost of a pizza. There is a valuable life lesson in there about being okay with making mistakes so that you can learn from them.
Nowadays I always carry a notebook, and more often than not pens and watercolours. You can build a really tiny kit out of makeup palettes.
I also loved taking painting lessons and going to live nude drawing at one of my favourite pubs. Making art is such a pleasant disconnect from work and digital life.