Pencil marks — small candidate digits written inside a cell — are how solvers hold more than one row, column, and box in their head at once. Every technique on this site past naked and hidden singles depends on them in some form, because you can’t spot a naked pair or an X-Wing without knowing what each cell could still be.
What a candidate actually is
A cell’s candidates are whatever digits haven’t already been ruled out by its row, column, or box. Early in a puzzle most empty cells have several; as more digits go in, candidates shrink. Pencil marks are just a way of writing that shrinking list down instead of recalculating it from scratch every time you look at a cell.
What this looks like on a real board
This is a genuine mid-puzzle candidate state — not simplified for the example. Notice how uneven it is: some cells are down to two or three marks, others still show six or seven. That unevenness is exactly what the techniques on this site are built to exploit.
When to mark, and when not to
Marking every candidate in every empty cell the instant you start a puzzle is usually a mistake — it buries the board in small numbers before you’ve used the easy techniques that would clear most of them out quickly. A more useful order: solve what you can with naked and hidden singles first, then start marking candidates once progress genuinely stalls, focusing on the units that look closest to done.
On this site, notes mode is where you track candidates by hand: switch into it with the pencil icon or the N key, tap a digit to toggle it as a candidate in the selected cell, and switch back to place a real digit. Turn on auto-remove notes in settings and placing a digit will automatically clear that digit from the notes of every cell that shares a row, column, or box with it — the bookkeeping a careful solver does by hand anyway.
Related techniques
Pencil marks aren’t a technique on their own so much as the notation every other technique on this site depends on — see the techniques hub for the full list, starting with naked single and hidden single.
Practice keeping notes clean on an Easy or Medium puzzle before relying on them for anything harder — see how to play for the full control rundown.