How should I do a peel?

I am asking this question because I am wondering if it is okay to exfoliate frequently. Lately, my skin looks rough and my makeup doesn't seem to apply well, so I am considering trying an exfoliation. However, I am worried because I have heard that exfoliating too often can make the skin more sensitive or cause breakouts. I would like to know how often per week is generally appropriate for exfoliation, and whether it is safe for sensitive skin. Also, please let me know if there are any specific precautions or steps I should follow when exfoliating. Please also advise on how to exfoliate without putting strain on the skin.