It's good to share every little thing with and tell every little thing to Jesus. For doing things that are normal and routine, it's sufficient to be aware that he is aware of what you're doing. For doing anything you're not sure of, just tell him. Then if it's not his will, he'll let you know. For facing something unknown, you definitely need to pray to him for protection and guidance. The whole point is to show that you want to be intimate with the Lord and aware of his holy presence at all times.