I gave another try last night. This time I used a black marker. It was removed to the edge right away.
I then worked one side with the 100 stone for about 5 min. I felt and was not sure if I had a burr or not but could not think of anything else to try. (I was looking at the edge with a magnifying glass, I plan on getting a 10x loupe as soon as I have a chance.) So, without expecting much, I went on up through the stones which gladly does not take all that long. When done, I found myself able to shred glossy newspaper ads.
So it looks like I was close on my first try and I just had to stay longer on one side alone to form a burr.
As far as feeling/sensing the burr, I guess I need some practice.
I do plan on getting the 50/80 stones (as well as the ultra fine ceramics) in the near future.