Now we're going to create a texture for the body. Make a new 10X10 image and draw a 1 pixel X in it. Save this image.
Now duplicate the body layer and use the glass filter. Load the texture you created (the file with the X). Set the blending mode to darken then use spherize. After using spherize you'll have to adjust the scale a bit.
Do the same thing to the tail base
That's it. I ended up merging the body layers and adjusting the color because I was a little unhappy with the blue. There are probably still some things that could be done to make it better, but for now my work is done. You should at least have some idea of how to get started drawing your own stuff in Photoshop.