When drilling a pilot hole for screws, you want to make sure you make the right size hole.
Match the bit to the gauge (thickness) of the shank and not the threads. This will allow the screw to drive relatively freely while the threads grab into and bit the wood.
One way to quickly do this without a reference guide is to line up the bit in front of the screw as shown below.
If you can see the threads and just cover the shank, you’ve got the right size bit.
Why is this important? Splitting.
DO NOT try to drive a screw into a hardwood, such as red oak, without drilling a pilot hole. The exception is when driving pocket hole screws (self-tapping) through the pocket hole into a mating piece. Pocket hole screws are specially designed for this purpose. Otherwise, you’ll split the heck out of the oak.
Even denser hardwoods, such as walnut, will split even worse. I once saw a TV personality drive lag screws into a 2-inch thick slab of walnut being used as a table top. It split like crazy and I nearly cried. This personality commented “Sometimes that can happen.” Well, it will always happen if you don’t drill a proper pilot hole.