Your grammar probably has some rules for each token on how it can be produced (for example, that a {
signifies a BLOCK_START token, or that a string-literal token is delimited by '"' characters). Start writing tests for those rules and verify that your lexer produces the correct token in each case.
Once you have a test for each single token, you can add a few tests for interesting combinations of tokens. Focus here on token combinations that would reveal an error in your lexer. The token combinations don't have to make sense to a parser for your language, so it is entirely valid to use +++++12
as input and expect the tokens INCREMENT, INCREMENT, PLUS, INTEGER_LITERAL(12) as output.
And finally, make sure you have some tests for faulty inputs, where the lexer will not be able to recognize a token. And although I mention them last, they certainly don't have to be the last tests you create. You could just as well start with these.