Should I meditate on one thing or just any sensation that arise?
The main objective of meditation is to maintain a mind of equanimity (calmness). 

When the mind is calm, it can also develop insight. 

Meditating upon one thing helps establish equanimity (calmness). 

The main practise in the teachings of the Buddha is to establish the mind on knowing when the body breathes in &amp; when the body breathes out. 

In does not matter where this knowing of breathing in &amp; breathing out is established. 

The knowing can be in a small area, such as the nostrils, nose-tip &amp; upper lip. 

Or the knowing can be in a larger area, such as the abdomen; or even a larger area, from the nostrils, throat, chest to abdomen (stomach).