The subject of how and when to grind your coffee is one which gets hotly debated and which is much more complex than anybody outside the coffee world would ever imagine. This means that all we can do here is skim the surface, but first, let’s get our terms straight. Generally, when people talk about grind size they are talking about how smoothly or roughly you grind your beans, how fine or coarse they are after they have been ground.
The chief effect of the grind size is what happens to the water when encounters the beans, the water being what extracts all the flavour from the grounds to make the coffee you taste. Coarse grinds don’t readily release all their goodness so generally they are used for brewing methods in which the water spends most time in contact with the coffee, for example in a French Press. Slightly less coarse would be a pour-over where there is slightly shorter contact time, then another step down might be the Aeropress, and generally, slightly finer than this would be grind size for an espresso. This isn’t the finest though as Turkish coffee is ground even more finely.
This doesn’t mean that there is a specific setting to which you can set your grinder for your beans and never think about it again. With new beans, or even a different batch of beans with which you are familiar you may need to change the setting. Some beans are stronger than others and people’s tastes as to the strength of their coffee varies too. Slight variations in the grind of your beans will impact on how long the extraction takes, that is, how long the water is in contact with the grounds so it is always worth experimenting with just how finely you want to grind any new beans and because even room temperature and atmospheric pressure can impact on extraction, occasionally you may need to change your grind at any point for beans from the same batch.