What to mark on sheet music?
Is there anything in general to mark down?
So far I don't mark notes
I do mark breath marks and phrases
I don't know whether to mark chords: C G7 D C, for example.
I just want a comprehensive list, if you can provide one.
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As Tim said, this is definitely instrument dependent, but I'll try to give you some specifics.
In general, though, here are some things that I really advise against marking down:
What the key signature means
Similarly, going through a piece to write in every accidental that is already given in the key signature
Note names
Instrument-specific guidance on the "fingering" mechanics of a given pitch (like a brass player writing "13" under a note); note that this does not apply to pianists, who very often should feel free to write in fingerings!
The above concepts are, in my opinion, far too basic to write down. Someone may need to write these things down in their first month of playing an instrument, but anyone caught doing so afterwards is just shouting to the world their amateur status.
Now, there are some things that are good to write down (again, this is just my opinion):
Breathing marks. This is especially helpful for ensemble players. Imagine you're a tuba player in an orchestra, and you have 16 bars of a held pitch in unison with the bass trombone. In most cases you'll want to make sure you don't breathe at the same time as the bass trombone, so the two of you will determine who breathes when, and you'll mark it in the music to remind you. But this doesn't only help brass players! Percussionists, string players, etc. all benefit from breath markings.
Expressive markings you (or your group) have decided to add in that are not already in the score. A simple rit. to remind you that your ensemble has decided to pull back the tempo at a certain spot, for instance.
Similarly, physical cues are really helpful. Oftentimes orchestral musicians will draw a little eyeball to remind themselves to look at the conductor. They may also draw a little ear followed by the words "4th horn" to remind themselves to listen to and match someone several players down the aisle.
Musical cues are also helpful. If you're an oboe player that's been counting rests for 79 measures, a quick reminder that the flute comes in in measure 78 is a real life saver, especially when the conductor decides to begin in some unknown spot in the middle of your 79 measures of rest.
These are just some examples. Again it depends on your instrument and your playing environment, but ultimately it just comes down to what works for you. Everyone has their own little idiosyncratic system. Personally, the first thing I ever did when I got a new orchestra part was to erase the previous user's markings, so just do what works for you and be happy with it.
You asked specifically about chords: in (for example) an orchestra setting, this could be useful. Due to just intonation, for instance, a trumpet player playing an E in a CM chord might want to write down "CM" on their sheet to remind themselves to keep that major third low. But (in my opinion), a musician working on that amount of detail should already be able to tell what chord tone they're playing.
Edit: I should note that this is for music which is used in performance, as suggested in your original question. If we're talking about analyzing scores (which I know you aren't), then that's something completely different!
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