Sourcing all your info as you add it is certainly the way to go. Some years back I decided that I had better add all my sources as I was finding that some of the info I had was at variance with other info and I had no idea where I had picked it up! So, I spent sixe very long and very full months rechecking Govt. records where I could and making sure that everything I had entered (over about twenty years!) had at least some sort of source, even if it was only "from Aunty Agnes".
In Legacy, when you enter your info, you then click on what looks like a couple of books standing on end (just run the cursor over the icons and you will find the one that tells you it is Sources, fourth from the left, I think). You then get into a list of just about everything you can think of and you click on the one you want to add a source for. Then you click on the bottom box on the right "Add a new source". That will walk you through adding a source, which will then be available for you to use for anything else that has the same type of source, e.g. Birth Registration, Death, Marriage Registrations, Family Bible, a website (name), personal knowledge, microfilm/microfiche, you name it. Make it reasonably general, as you can customise the actual source (eg add Vol. page, etc.) for subsequent uses of each source, or add comments. Once you have created that source (which is known as a Master Source), you click on 'Cite a Master Source' and take it from there.
It saves a terrific amount of time in the long run, and a lot of headaches, plus if you have found the 'indisputable' evidence of an event, then when someone queries your info, you can back up your claim. You can also click on a box which sets the date you entered the info, which is handy, too.
Good luck with it all, don't get discouraged with the initial work involved in setting it up, it is just SOOOOO worth it.