Depends on the bodywork to follow. If the panel is straight and you’re not going to be using much (or any) filler, use 80 grit.
If you’ve got a panel that’s, um, lets say challenged, and you know that it’s going to take some filler, hitting it with 36 or 40 grit will give that filler more bite so you get a stronger bond.
Obviously, you always want to get everything straight and use as little filler as possible. Which is a great goal, but that’s not always how it works. Some cars are more challenged, some panels aren’t easily accessible to work all the hammer tricks, and some folks are doing this themselves and aren’t expert body work guys. So throwing down those 36 grit scratches will give your filler better bite and adhesion so it stays in place if it gets thicker than ideal.
It’s also a good trick if you’re going over with lead work, same idea. You want that lead to have a good bite on the metal, better adhesion will keep it there longer.
It’s a tool like anything else, you don’t want to blast a whole car with 36 grit if you don’t need to, but you don’t want to use 80 if you’re going to follow with lead or you’re in a spot where the filler isn’t going to end up being paper thin.
Oh, and move around! If you’ve got a bad *** sander, you can build up enough heat to warp a panel! Not so much with a DA, but I’ve got a 7” disk sander that’ll straight up get metal red hot at full speed.