I noticed that if I don't explicitely enqueue my theme's main stylesheet and jQuery in my functions.php, these are loaded anyway. But perhaps it's better for some reason to enqueue them ? What is the right way of doing it ?
jQuery is there because something else, probably a plugin, enqueued it. The enqueue API won't load it twice, so if you need it you need to ask for it.
The "right way" is to tell WP what you need, and let WP work out the dependencies and duplicates.
For theme's main stylesheet: NO
Theme's main stylesheet is loaded by default. So, there is no need to enqueue it yourself.
For jQuery: YES
jQuery isn't loaded by default. Either you need to enqueue it yourself or set as dependencies to other scripts that you are loading. Otherwise it won't be loaded.