Lets say I sharpend my knife starting with Grit 400, then 1000 up to 3000 and 6000 but its still is too dull.  If i want to sharpen the blade again do I restart with grit 400 or 1000 ? And is there a way to tell where to start again? 
Grit means very little for sharpness beyond ~2000. Far more important is a consistent angle.   This is a good article that explains the angles    a good sharpening tool will have a angle guide, something like this  I'd recommend against "eyeballing" it the first few times.  Joerg Sprave made a nice video explaining a lot, he uses the Gatco set I linked.  And don't forget to  hone your knife before trying the edge! In my experience that is the bit that pushes a edge from "eh, not bad" to "whoooo/  /oooowthatssharp." 