When you have to start the implementation of a new feature, you have to create a new branch from the develop branch. Feature branches start with the feature/ prefix (for example feature/NewAuthenitcation or feature/#987 if you use some features tracking software, as #987 is the feature ID).

You will work on the feature release until you finish your work; I suggest you frequently merge back from develop: in case of concurrent modifications to the same files, you will resolve conflicts faster if you will resolve them earlier; then it is easier to resolve one or two conflicts at a time, rather than dozens at the end of the feature work.
Once your work is done, you merge the feature onto develop and you are done; you can now delete the feature branch.

Feature branches are mainly private branches, but you can push them to the remote repository in case you have to collaborate on it with some other team mates.