3D sketching differs from 2D sketching in a few ways, primarily that it no longer takes place on a single sketch-plane
3D sketches cannot (easily) be used to create typical features such as Extrude/Revolve
You can Fully-Define 3D sketches similarly to 2D sketches with constraints, dimensions etc.
There are three major axes/planes
XY (Front Plane)
YZ (Right Plane)
XZ (Top Plane)
While sketching in 3D, you have to imagine that you're sketching temporarily in 2D
The temporary plane is called the Reference Axis
The Reference Axis is indicated by which two arrows are red and the cursor indicator
The Reference Axis may be switched by pressing the Tab Key
To sketch on a particular plane, CTRL+LMB the plane and the next entity will appear on that plane
Click the image below that shows the 3D Sketch Environment