I tried feathering a marble floor by staying away from the edges but when I finished I had a cloudy halo along the edge. What did I do wrong?

Simply, you did not feather properly. This halo is the result of not properly overlapping you steps or you did not overlap enough. You will need to overlap at least two inches on each grit. Proper planning is a must if you want to avoid this halo.

TIP If you have trouble judging how far to overlap, you can use several two by fours placed up against the wall. Place two 2x4’s against the wall and as you move up in grits remove one two by four and then remove the last one. This serves as a stop and you will avoid going too far.