I have just finished a How Might We session with a few participants. We worked around a cross-sell idea for an online store.

There are a bunch of post-its with some ideas from each participant and, in order to better organize them, I created a spreadsheet and shared it with the team.

What do I need to do next with these notes? Shall I create user stories for each, and then start prototyping?

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I don't know the size of your session, how many post-its you made notes from, or what your groupings were. You should always do some sort of analysis with the data you get from sessions. For an Ideation session like How Might We I'd probably do something like a Thematic Analysis https://www.nngroup.com/articles/thematic-analysis/

Again, I don't know what the final groupings you had were. It's entirely possible you took all the ideas and organized them into 2-3 groups. If that's the case I think you're safe to count that as the analysis and build your 2-3 prototypes for further testing.

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