One of the easiest textures to create is a simple concrete or plaster background. Such textures can be used to turn a basic 3D box into a cement block or any flat surface into a sidewalk or road.
Start with a new canvas with a white background. Duplicate the background layer and make sure the duplicate (named Background Copy) is the active layer in the Layers dialog. Open the Plasma filter (Filters->Render->Clouds->Plasma). Set the the Turbulence to 4 and click on OK. The plasma will be rendered to the new layer. Rename this layer Clouds.
Click on the background layer in the Layers dialog to make it the active layer. Open the Bump Map filter (Filters->Map->Bump Map) and select the Clouds layer for the bump map.
The settings of the Bump Map filter depend on your cloud layer. Play with the Azimuth, Elevation and Depth and scan around the preview a little to see what will come from different settings. The Map Type options might differ as well, but are less important than these other three settings. Be sure to turn off the visibility of the cloud layer. After applying the Bump Map the background layer will hold your concrete texture.
Apply some random noise using any of the filters found in the Filters->Noise menu. Then desaturate the background layer (Colors->Desaturate).
Variations on this technique will produce many different textures. There are multiple cloud filters you can start with beyond the Plasma filter.
While the results look like concrete, adjustments using the Contrast and Brightness adjustment (Colors->Contrast and Brightness) can soften the appearance and provide you the initial pattern for more complex textures like skin or cloth.