nagura stones build (and contribute to) the slurry, rapidly, before beginning sharpening.
A heavy slurry helps to cushion the fine edge from abrading too quickly when finishing an edge on the next grit finer stone, and allows more pressure without potentially scratching the finish with a piece of random grit.
This can be critical if the stone surface is slightly irregular, natural waterstones can have imperfections that must be compensated for.. Using a nagura stones is generally 'less critical' on synthetic stones but still convenient.
As for your sharpening stones, the base matrix on synthetic stones is a matter of taste, and has great variation in feel. some people prefer a particular type of stone, others are less picky, but it is more individual taste than utility.
fwiw, I recommend norton 1000-4000 as the default 'bang-buck' utility stone, and shapton pros if you have spare money.
In My Opinion, the most useful grit size is approximately from 800-1200, for reprofiling and setting edge bevels..it cuts fast enough and doesn't scratch too deeply. It saves much time and allows you to 'feel' the cutting process, which is important when first learning.
A polishing stone should be no finer than necessary to remove previous scratches, else you will be forever. The 'middle' stone I find most useful is the blue aoto, a natural stone, or a 4000 grit shapton for stainless (high chrome) steels. Natural stones tend to leave a haze on stainless, and depending on the grain size can even leave a 'muddy' look to the steel. Synthetics are less fun but more useful in many cases. Belgian coticules, blue & champagne, are very fine finishing stones.. (fine & finer).. and compare to the better japanese stones favorably. They are more aggressive than japanese stones, and also save time achieving a mirror polish. They'd compare to about 4000 and 8000 grit shaptons, in speed and finish.. (blue & champagne) ..
once you're working on decent stones you'll understand why excellent ones are desireable. They save time and feel nicer while using them. a very even grain and aggressive grit makes sharpening dynamic, and increases the time you'll WANT to do it.. and may get you to sharpening knives for others just to enjoy the stones.
Be warned that you should probably get the basics and quit while you are behind. Sharpening stones can soak up money worse than custom knives once you're addicted.