When you're sketching a scene, is there a right way to be going about it and a wrong way? The answer, simply, is no. A sketch is something you create for yourself, for your own reference and benefit. What you use to create a sketch and what you put into it is up to you entirely. Only you will know, through experience, what you find essential to include in a sketch you intend to use for a painting and what kind of notes you need to make on it (if any).
Take a look at the beach scene below, which lends itself to a very wide, panoramic painting, from the skyscrapers on the left all the way to where the mountain disappears into the sea on the right. The clouds on the horizon are a cold front coming in, a characteristic weather system of the area.