One of the things that strikes me about miniature painting is how simple the goal is. At its heart nearly all processes are about introducing shadow and light to an otherwise flat coloured object. The techniques employed vary in difficulty, but have the same end in mind. Subsequent steps often arise to counter a side effect of a previously applied technique.
For example, applying a wash to a miniature is a simple and effective way of adding shading. As a side effect the area being shaded will also be tinted. The wash may pool in the recesses as desired, but some of it remains on the surface affecting the base colour. To counter this, it is necessary to reapply the base colour to the non-recessed areas. A simple technique has given rise to a multi-step process.
This wash then reapply base coat is the inverse of the pin wash technique. Here a small amount of wash is applied directly to the recesses. We must be sure to hit all the recesses individually, and of course keep a steady hand. Simplicity of application is traded for a one step process.
The end result of both approaches is the same: a set of darkened recesses adding shadow to the subject being painted. Why then do so many hobbyists cling to one technique or another?
When starting out in the hobby there is no shortage of advice to be found from all corners of the internet. Most will advise you on "the correct process" to follow, yet few seem to tell you what it is you are trying to achieve. This leads beginners to believe they have to do one thing or another, applying technique upon technique, in order to paint to a decent standard.
The truth is just the opposite. The art is not to apply all the techniques, but to apply the technique that best fits the task at hand. Applying a base level of shadow? Wash the whole area. Highlighting a closely textured surface? Drybrush it. Delineating different areas of colour? Apply black lining between them. You don't have to apply seven layers of highlights if three will suffice. Nor do you need to master wet blending if a wash will smooth out the transitions in your layering.
When learning to paint miniatures don't get hung up on knowing and applying every technique. Instead, focus on understanding what you are trying to achieve at any given moment. There is always a reason for putting your brush to the figure. Know what that is, and the right technique will follow.
What is the "right" technique? Start with one you are capable of applying consistently.