It's always sticky at first, never work with it right after mixing. If you have a shape in mind (such as a section of a coat, or a hat, tubes, anything that is relatively simple for its basic form), get a plastic bag filled with some water (not a lot, you want to be able to flatten it still), stick the GS in there and work it flat from outside of the bag, or into a cylinder, whichever you need. Make sure you are careful with the plastic and don't impress any wrinkles into the GS.
After that, just keep it inside the bag and loosen it to make sure the GS isn't plastered to the inside. Leave it for 20-25 minutes (this is best in my experience but some people may try sooner or later, it depends on how stiff you want it to be). It will still be flexible, pliable, stretchable, but won't tear or stick to your fingers as easily and you have to push real hard to leave fingerprints. Handle it carefully and use sculpting tools (or even just your exacto or a spare old blade) for when you need to push it against something and make it stick. If you're having trouble getting little details without affecting the shape of the GS (like coat flaps getting warped, and so forth) too much, leave it alone for another 30 minutes once you have it in the position you want. By then the GS will have cured more but still workable with enough pressure. If you want to layer GS, always wait at least 2 hours for the first layer to cure, though it will still be a bit soft you won't have to worry about it mixing with the new one accidentally.
With other effects, you generally want to to the same plastic bag process but the initial shape isn't as important, like with fur. Depending on what you're making, letting it sit longer or shorter is appropriate. It's just something you get a feel for the more you try it.
Always keep your hands and tools wet when working with GS.