In sketching, what is the difference between the effect of rubbing with a pen, rubbing cotton, and d

You can put these three in order, first the softest texture is rubbing cotton, followed by toilet paper, the texture of the wiping pen is the hardest, then the effect you wipe out will be soft, moderate, and rough respectively. Excessive softness and roughness are not good-looking, slightly rigid, such as rubbing cotton to rub the gray effect, although very even, but not breathable, no gaps. Rubbing the brush lightly may be too rough and jumpy, and rubbing hard will cause strokes that are difficult to modify.

That's why I've always used only folded toilet paper. Of course, painting some specific textures and parts, rubbing cotton and brushes must also have their own skills. In fact, you should find a piece of paper to try for the difference in materials, your own experience is the most important, try and practice more to draw well.