Marking the Bones
Some people paint them, some carve them, some mark on them with a sharpie. The reason you mark your bones (IF you decide to) is because a lot of times it's hard to tell them apart. Here's how I've marked a few of mine. One stripe for wings, 2 for legs. One is divided into 2 colors symbolizing a positive and a negative, or good luck vs bad luck, depending on which way it's pointing and on what's touching which end. The other has a symbol on it which means travel by air. A lot of people will paint 2 bones to represent a man and woman, especially with one of them representing the questioner. I have little man & woman figurines in my set, so I don't do that. Make a system here that makes the most sense to you.
What do you need in a set? Well, you need things representing man/woman, & then from there it helps to have bones that represent things like family, home, justice, joy, triumph, nostalgia, sacrifice, pain, tears, relationships, promises, wishes, needs, poverty, money, truth, etc. On one set I made, I made pointed marks above the lines, like thorns. For those bones, bones of harmony, truth, justice, etc., they were "won at a cost"...as in, there was suffering involved in order to get that truth, harmony, justice, etc. Just an idea. You can also mark one side and make the other side blank so it has specific meaning when "face down".