Let's say I am confused with something in my prayer. So if I perform Sajda Sahw, is it okay? or even if I am sure that no mistakes I've made, can I still perform Sajda Sahw?
If you have doubt about whether you made a mistake, follow the feeling that is stronger. If you feel it is more likely that you made a mistake, perform sajdah sawh. Otherwise, skip it. This is for the csee where doubt arises during salah.
If you follow a doubt you are unsure about repeatedly, I have heard tat this is potentially following the waswas of Shaitan. So one should avoid it unless you are more sure. My personal thought is that this is to make you actually focus during salah, rather than just assuming you can make mistakes every time and that sadjah sawh will make up for them. That's a poor way of performing salah.
There's more here: https://islamqa.info/amp/en/answers/211
Allah knows best. May He guide us all.