Wearable sensor technologies are becoming increasingly relevant in health research, particularly in the context of chronic disease management. They generate real-time health data that can be translated into digital biomarkers, which can provide insights into our health and well-being. Scientific methods to collect, interpret, analyze, and translate health data from wearables to digital biomarkers vary, and systematic approaches to guide these processes are currently lacking. This paper is based on an observational, longitudinal cohort study, BarKA-MS, which collected wearable sensor data on the physical rehabilitation of people living with multiple sclerosis (MS). Based on our experience with BarKA-MS, we provide and discuss ten lessons we learned in relation to digital biomarker development across key study phases. We then summarize these lessons into a guiding framework (DACIA) that aims to informs the use of wearable sensor data for digital biomarker development and chronic disease management for future research and teaching.