Yes, more or less. In SU Layers are not to separate geometry (groups are to) but only to control visibility.
If you put different pieces of raw (i.e. not grouped) geometry on different layers, they might end up conflicting with each other all the time. Just imagine that you decided to unite two groups and move the geometry from one to the other. It's really unpredictable how it will behave.
The other thing is that Layer0 is a bit special layer. Although all raw geometry is on there (if you follow the rule), if you turn it off, the geometry is still visible.
Lastly, until you feel really safe with working on different layers, I would even recommend not to work on other than Layer0 (always keep that the active layer) and only move things to other layers after grouping and through the entity info box (it's rather small so you can even keep it constantly open).
If your file is already a mess, use this plugin by TIG:
http://forums.sketchucation.com/viewtopic.php?f=180&t=7638
It will move all raw ("loose") geometry either grouped or not onto Layer0