It is essential to follow proper grit sequencing when sanding. Each grit makes a certain depth of scratch and only removes a certain amount of material. The smaller the number that is associated with the grit, the larger the material removal and scratch it makes. This will also have a rough finish. If you skip a grit within the sequence, it will result in scratches from the previous grit. These scratches will show when you apply a stain or finish.
Sanding isn’t something that everyone enjoys. But what you want to stay away from is going as fast as you can just to get it done. This might work with the rougher grits, but once you start getting into the finer grits (150+), you need to slow down. You can put more scratches on your piece just by going too fast. You want to let the sandpaper do the work. For your finishing pass (last pass), it’s not a bad idea to put a new piece of sandpaper on your sander. This gives a fresh surface to the wood allowing for the stain and finish to get even penetration and an excellent surface to stick to.
You also want to know what finish you will be using on your project. If you are using an oil finish, there is no limit to how high a grit you can sand to. This is because the oil is absorbed into the wood rather than just sticking to the surface. If you are using a product similar to polyurethane, lacquer, or varnish, do not sand higher than 220 grit. Since these products just stick to the surface, going any greater than 220 is too fine of a surface for the finish to adhere to. Finishing products will state if they have this limitation on the label of the container.