In How Not To Play Go Yuan Zhou discusses some habits that prevent us from getting stronger.

He counsels:
“do not follow your opponent around the board”

When playing Go the imperative is “always play the most valuable move on the board”. Moves that are sente are valuable because your opponent cannot ignore them and has to play a move locally to preserve something valuable (typically to prevent a group from dying). If your opponent were to play elsewhere (tenuki) the resulting loss could be unacceptable and might even lead to resignation.

However when your opponent plays a move do not immediately assume that a local response is necessary. Check that it really is sente and not gote. Typically when a beginner is playing a stronger player they tend to assume that every move played by their opponent requires a response.

Before we give some examples, first a few notes:
(a) A move by your opponent that could create a local loss is not automatically sente because tenuki  might create greater value (see “do not follow your opponent around the board”), e.g., a move that saves a bigger group of your own or killing one of your opponent’s groups of great value. This is related to ko and ko-fights
(b) In playing out an exchange with your opponent each move tends to have a lower value as the skirmish settles down (usually after an attempt to invade or reduce some territory you or your opponent had been attempting to secure. It is easy to get carried away and carry on playing locally when it was time to tenuki. Failing to tenuki could undermine the outcome of a successful invasion or reduction as giving your opponent a free move could be of great value.
We can reuse the diagram to describe a ko threat:

In the absence of a ko fight, if Black were to play anywhere else on the board (tenuki) it would be worth more than playing to atari (threaten to capture) the White stone marked with an “X”.

White would not need to play at the triangled position but simply defend against the atari by playing to connect the threatened White stone to the White stones on the other side.

If White had had to capture the Black stones (i.e., because the atari was a ko threat) then White filled a point of territory but here it remains unfilled.

In either case the Black stone is likely to be captured but here White ends up with an extra point of territory.

The value to Black of the local play rather than tenuki is minus one.