Normally, I would put this sort of advice in a blurb at the end of a section, but making sure your project hierarchy is as organized as possible is so important that it needed its subsection. Ideally, you'll want all related GameObjects to be under a single parent object. Right now, it's not a risk because we only have a few objects in the scene; however, when that gets into the hundreds on a big project, you'll be struggling.
The easiest way to keep your hierarchy clean is to store related objects in a parent object, just as you would with files inside a folder on your desktop.