First off the biggest mistake most folks make when sharpening is trying to force an edge on something. Sharpening is not an act of brute force. It is all about finesse and coaxing out the edge.
Second you sharpen your edge with the lowest grit sharping material/ tool. You take the knife from dull  to hair shaving sharp with your base stone or sandpaper or file.
The following finer grits are to refine your edge.
Your touch should never be more than barely firm contact. The more you work the lighter your touch should be. As you move up to finer grits your touch should start to approach feather weight, making lighter and lighter contact with the sharpening medium.
Cardboard like the side of a box without any compound is one of the best stropping materials that is easily available. Light and steady pressure when you strop.
I hope you find these bits of advise helpful.

Thanks for posting Curtiss!

Card board is good as is a piece of old boot leather.  A ceramic coffee cup bottom is also a great tool.