The ability to layer paint really depends on the medium. Most often when I hear layering I think of oil paint. It is one of most diverse mediums out there. I know of several mix in’s for acrylic and gouache which thickens them and adds body, but when working with oils they have this ability straight from the tube. I layer with oils a lot in the foreground of my paintings. Generally, landscape paintings have less texture as the planes recede. By layering paint in the foreground it can become one way to show the illusion of distance.
Most of my works start with a thin wash in the foreground. When that sets up I add another layer of semi-thin paint. This second layer will not add much texture yet. I am more concerned with color and value at this point. In about 3 or 4 days when those layers dry is when I go in and start layering thicker paint to build texture. I will use a combination of palette knife and brush. Sometimes I pile it on with a palette knife and then with a stroke of a brush drag around unique textures. Other times I will do this in reverse. Brush first, palette knife second to create texture. There are no rules here. If you want you can even use your fingers.
If you allow the paint to completely dry, or should I say almost dry which could take up to one year depending upon the thickness, you will be able to sand down those layers for even more interesting textures. I highly recommend wearing a mask to filter out any airborne particles entering the lungs while sanding the thick surface.
Usually will not layer paint in the sky if my area of interest for the particular painting is in the foreground. Layering is most effective when you do it in one general area only. Not to say the sky couldn’t be the focal point. If this was the case, I might choose to add layers to draw attention and interest. Having texture everywhere is confusing for the viewer and makes it difficult for one to engage with you overall message. The “less is more” phrase applies here too.
Oil paints are extremely versatile, so it really depends how experimental you become. It will take time practicing control with your tool of choice, but learning the ability to layer paint effectively can make your work even more unique.