Building a brand is all about the core message of who you are as an artist or company. As a musician your band is your image as perceived by the public. So to effectively communicate the image you want, first you need to decide what message you want to convey.
How would you want to be perceived by others when they go to your website, see you perform, or visit you on social media? Branding you, effectively communicating who you are as an artist, first starts with a clear and concise message.