Hmmm. I'm not so sure about that. I don't think you should ever play a note and press down the pedal at the same time. The pedal comes a fraction of an instant AFTER you've played the note.
When playing the first pedal marking - press down the pedal after you play the note.
As you play the new note, pedal up, and immediately after, down.
When re-taking the pedal - lift it up and press down as you play the note.
This might sound dumb - but isn't that what I just said???
Anyway, I would recommend you to use the pedal each bar or everytime the chord or harmony changes..Btw, what are you playing right now?Classical?Popular?etcetcetc
Really??? What's so hard to understand? You do this to ensure that there isn't a gap in sound between pedalling. The easiest way to show you is this - have a look at my playing of the Chopin Prelude No. 20. Keep an eye on my feet as I play each chord.