Dogmas in painting do not exist and there is no such thing as law and order. Don´t trust painters and art teachers who say "Never do this or that, or this particular colour is forbidden on your palette". In painting there are as many theories as there are painters. So my advice is: Find your own method and struggle your way to succes. Having said this I must give away this rule of thumb. "Fat over Lean". (And that is no dogma, but an advice.)
Start a painting lean and finish it fat. Lean for instance is spirit or turpentine, fat for instance is linseed oil. Why is this important? Apart from the chemical explanation there is a practical one. If you start mixing your oil paint with linseed oil from the beginning you will have trouble later when you must add more paint to your canvas. The oily underground is slippery and it becomes difficult to continue. Diluting the paint with turpentine in the beginning gives the possibility to build op a good amount of paint later. If you take a close look to this unfinished painting of Sorolla you see the first thinned layer of paint running down the canvas. Later he adds thick layers of paint.
Below more information that I found on the internet
The system of "fat-over-lean" (or: flexible over less flexible) must be followed if a painting is built up of various layers. A following layer can only be applied once the previous layer is dry enough for it to no longer dissolve. Meticulous use of the various solvents is advised in connection with the adherence and durability of the individual layers.
Through anchoring, oil colours adhere to a porous ground. The oil forms "anchors" allowing the paint layer to adhere after drying. If a thick layer of pure oil colour were to be allowed to dry, then this would not be porous enough for a good adherence of the next layer. For the first layer, the paint is thinned with white spirit or turpentine. They thin the oil in the paint and allow a certain amount of paint to now cover a larger surface area. The solvent evaporates making the first paint layer porous again. Due to the thinning each painted surface has too little oil to form a strong film; the film is 'lean' and weak. This is remedied by the second layer of paint.
Once the first layer is sufficiently dry the second layer of paint is applied, thinned with painting medium. A good painting medium consists of three components: oil, resin and solvent. The extra added oil feeds the lean first paint layer by filling the pores that are formed by the evaporated solvent. At the same time this second layer can also adhere well to the underlying layer. The evaporation of the white spirit forms new pores which allow for the adherence of a subsequent layer. The third ingredient, resin, makes the paint layer stronger.
If we then apply a third layer, we need to use a medium that is yet fatter to feed the underlying layers. If this layer is also the last, glazing paint layers are usually applied.
Various glazing mediums can be used, such as Talens Glazing Medium, Alkyd Medium, Venetian Turpentine and Stand Oil. These mediums are fatter than the painting medium and do not give the paint any brush stroke. If a painting is built up of more layers, then the mentioned thinning agents can be mixed proportionately from lean to increasingly fatter or the first layers can be mixed with a decreasing amount of solvent. The following layers can be mixed with a painting medium, and if a glaze is desired, the last layer with one of the above glazing mediums.