At some point in your endeavors, you will find yourself needing to sand some material, be it putty that you have filled in screw holes with or just some small removal of material you need to have done.
Sandpaper will come in dozens of grades, called "grits". The lower the number, the coarser the grit will be and the faster it will remove material. The downside to this is that the finish will be coarser; additional sandings with progressively finer grits will be needed to smooth out the surface.
For larger surfaces, backing the paper with a block made of wood, cork, or rubber makes the job of sanding easier and more consistent. While tedious, sanding is necessary if you wish to achieve a decent finish. Taking your time and doing the job properly will pay off in the end.