Good question. Tom pretty much answered it, I’ll just emphasize part of what he said, when touching up an edge you can, to an extent “work backwards” in grits. If, for example you want to bring back an edge that has dulled slightly, just use the finest stone or strop you finished the edge with in the previous sharpening. If the edge is a little worse off, or, as he stated, the touch up isn’t working, step down a notch or two. You should be able to maintain a blade in this way for quite a while. Only if there’s major damage (chips/nicks etc.) or the blade needs reprofiling, start over with the coarse stones.
A burr tells you that you’ve reached the edge, it’s the most common method of telling. Except in rare cases, or if you go to great (and usually unnecessary lengths) to avoid creating one, it will be there. The trick is to learn to detect it. You don’t have to purposely create one, if you know that you’re already at the edge. For example, if you’re putting an edge on a knife at an angle greater than what’s already on the knife, you don’t need to “scrub one side and feel for a burr”, you already know you’re at the edge. You also wouldn’t need to start with a coarse stone, since so little work needs to be done. In most cases though, especially when sharpening a knife on the WE for the first time, a burr is used to tell you’ve reached the edge and properly profiled the blade… especially in key areas like the tip, belly and heel.
You won’t find burrs talked about with pull thru sharpeners, since both sides are being ground at the same time, it’s nearly impossible to tell. (It’s still there though, and needs to be addressed). Thought I’d mention this as a reason why you haven’t heard of it before.
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