With the ever-increasing demand for high energy density and low-cost energy storage devices, researchers have revitalized the field of alkali metal batteries. One of the emerging candidates are the sodium metal batteries (SMBs) as they have the merits of high theoretical capacity (1166 mA h g−1) and can be easily manufactured owing to the abundance of sodium resources. However, the uncontrollable dendrite growth on sodium metal, mainly attributed to its inhomogeneous and unstable solid–electrolyte interphase (SEI), has severely hindered the practical application of SMBs. In this review, we first summarize the critical challenges faced in the practical application of SMBs based on fundamental studies. We then discuss the recent approaches for designing an SEI layer on sodium metal anodes from two perspectives combined with feasible ideas, i.e., electrolyte modification and artificial interphase engineering. Finally, the practical applications and prospects of SMBs based on the fundamental knowledge and characterization methods are provided. We anticipate that our review will provide essential insights on stable SEI layer formation and also contribute to innovative ideas for developing practical SMBs.