In addition to what Jerry said, some feature creation tools allow you to make a sketch as the first step and keep the sketch as "internal" to the feature. For example, if you are making an extrude feature and the sketch is only going to be used for that particular extrude, you can make it internal to the extrude and it will be hidden from the world until you either 1)edit the extrude, or 2)choose to make the sketch "external".