if you're sanding raw wood, too high a grit is actually like polishing the wood, closes up its surface and makes it harder for stain to penetrate, and offers less of a mechanical bond for finishes.
I generally like to go to 120 to 150# on raw wood, and it depends on the wood. Maple will close up fast (at a lower grit) whereas a soft wood like fir can go higher.
Once the wood is sealed, and finishes are applied, you can then sand to higher and higher grits like 180 to 220 to 280 to 320, and so forth.Grits above 600#usually are reserved for the last coats, and final "rubout" sanding may go upwards of 2,000# grit, although that's usually just for highly polished surfaces.