What do you mean by making your own notes? Like, are you talking about every time you do your lessons, you essentially make note cards? If that’s what you mean, I don’t suggest it. The SRS system is a flashcard system itself, so there would be no point in making your own notes/note cards except to help you learn the kanji/vocab the first time you see it. After that, you’d probably just want to discard your notes. You definitely don’t want to take notes and then look over those notes between review intervals since that would ruin the point of spaced repetition. You could look at your notes when reviews come up, but I honestly think you would be wasting your time with that.
I think it’s somewhat of a decent idea if you have the time and do it correctly, which is to only write notes in your lessons (WK has the option to let you write your own notes) to help you get the kanji/vocab down. Ultimately though, I think that it comes down to how you learn. If you’re struggling with remembering items, maybe you should spend more time in the lessons and write notes (in WK). If you aren’t struggling, just keep doing what you’re doing.
As for coming across stuff you haven’t encountered on WK, don’t bother taking notes. You’re going to run into so many different things you don’t know, especially at level 4. If you want to know what something means (you’re coming across it a ton, or you want to know what a certain word means), go ahead. It’s really all up to you, but you’d be wasting your time if you take notes on everything you didn’t know. However, you should probably supplement WK with a grammar guide sooner or later, and possibly vocab deck that doesn’t contain WK vocab (Torii is an app that does this).