I have seen Tufte’s description, it is what actually got me interested in sidenotes in the 1st place, and that was when I was already using footnotes a lot and still do.
I still don’t understand the relationship between sidenotes and footnotes, but I do not want to take up your time with that.
My reaction was merely to pcuellar’s comment that Markdown does not work with the sidenote snippet he uses. I have a different snippet and in sidenote text I can e.g. use **text** for bold, and it is rendered as such, even in Live Preview.