Hmmm - @angela.peralta - if you can define "properly" then we might be able to help. In my book, if you model the shape we need to make, then it you've done it "properly". Anything more becomes cad-snobbery, and usually takes too long 😉
There are probably easier methods, but I like this approach because you have complete control over "everything". Lofting this shape isn't easy because the rails and sections all meet at three points - it's almost a revolve, but not quite. This is how I tackled it:
Sketch the profiles
Note the use of construction lines for the ellipse axis and 'normal' lines for the curves. When you extrude the curves as a surface, you don't want the axis to be included.
Extrude each curve as a surface - AWAY from the finished shape
By default, the sketches are consumed by the extrusions. This is good because you don't want to accidentally select the sketches for the loft - you want to select the "Edge" of the extruded surface. If the loft dialog box shows any "Curve" selections, go back and hide your sketches:
Select any two sections, and one rail.
The reason for using extruded surfaces as your inputs for the loft is so you can use them to control the tangency of the loft:
Set tangency condition for all edges.
That's it. From here, make the input surfaces not visible, mirror the lofted surface, and use the "Sculpt" tool if you want the resulting shape filled with solid.
If you missed the tangency step, then the resulting surface will look wrong because the curvature drops away too quickly from the input surfaces. If you turn on Zebra analysis, you can see the zebra lines do not "flow" over the surface. The step in the zebra line is where it is missing tangency:
The cad-snob in me says it should look like this:
Hope it helps!
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