How detailed should I describe my actions regarding code? I am writing a thesis about a data analysis I'm implementing and am currently describing my data preparation where I talk about what needed to be done prior to the analysis (formatting the data, removing noisy data).
Now, I was wondering if I should also include steps that only helped me to work more comfortably like creating multiple different sets of data with different variables?

This has no direct impact on the analysis but I'm not sure if it still needs to be included.
In general it is good to be complete, if you can do so without being overly pedantic. But the example you give (multiple data sets) seems like an especially important one to include. This is especially true as a single data set is seldom definitive (if the analysis relies on statistical data - sampling). Multiple, similar data sets gives general confirmation. 

If you say too little, you leave yourself open to questions about what you considered and didn't or whether your results are too sensitive to extraneous factors. 

Give enough information so that someone else is able to independently confirm your conclusion.