In object mode set the shading to smooth in order to avoid seeing the individual polygons of the mesh when sculpting.
Blender 2.80: To do this open the "Object" menu in the 3D viewport header and choose "Shade Smooth"
Blender 2.79: In the 3D viewport press T to show the toolbar. In the "Tools" tab select "Smooth" under the Shading section.
Alternatively you can search for the operation "Shade Smooth" or just "Smooth" by pressing Space in 2.79 or F3 in 2.8
Note Dynamic Topology has its own Smooth shading option for Sculpt mode which overrides this setting from other modes and should be set separately.