Start your sequence with either 400 or 600 or 800, depending on how much orange peel or pebbliness you need to sand smooth. Then go to 1000 grit or 1200 grit, then 1500 grit, and then 2000 grit. Use a sanding block, not the flat of your hand. Then mix up a slurry of pumice. Then you can finish off with rottenstone.
Rottenstone is finer than pumice.
When you wet-sand, use a squeegee to check your progress, and check that progress often. You can use a sanding lubricant made from Murphy's Oil Soap diluted with 75 percent water or more. Or you can use mineral spirits, mineral oil, naptha, or combinations of any or all of those three petroleum distillates. If you are doing a rubbed look, short-nap wool carpet works great for rubbing. I don't like using oils to rub with, they just make a mess.