I hit a moment in grade school where I really plunged head first into sketching with pencils - lead, charcoal, you name it, I tried it. There are lots of different types of pencils and each of them affects your sketches.
The most popular kind are probably woodless graphite pencils. The material, hardness and thickness of the pencil are the things that matter most, for obvious reasons. Of course, you want a soft pencil for light shading and a hard pencil for dark shading. And then you'll want to get a fixative for your sketch, so it doesn't smear all over the place.
Looking at these makes me wanna sketch
Protect your pencil drawings
“Make sure to use a fixative spray so your sketch won't smear”