Answer:
You cannot be sure that creating fan art of copyrighted characters is legal as long as you're not profiting from it. The only way you can be sure is if you have written permission from the copyright holder. They can still go after you if you are creating derivative works from copyrighted characters.
According to internet lore, if you change 30% of a copyrighted work, it is no longer infringement and you can use it however you want.