Skerper sharpening stones 180 -> 3000 all feel the same

I'm new to knife sharpening and I just bought a Skerper Basic Sharpening set 180/600/1000/3000. I've never owned a sharpening stone before, but I had assumed the grit would be somewhat related to sandpaper grit. However, all of the stones feel smooth as glass. Is this the way it is supposed to be? Except for a 1/2cm bit at the very bottom of the 180 where I can feel a bit of coarseness, everywhere else is smooth. I would be hard pressed to identify any difference between the 180 and the 3000 by feel - or between any of the surfaces. I tried my first attempt at sharpening and I was having trouble getting a burr even with a rather alarming amount of pressure on the 180. I am happy to admit my technique may be faulty as I'm new to this and will no doubt need practice but could someone tell me if the stones are supposed to be like this?