I am new to espresso, so forgive dumb questions.
My Gaggia Classic is spewing coffee sideways all over the counter.
I just got the machine for my birthday. It came it three baskets. A double with a lot of holes a single with one hole and a double with a single hole. When I use either basket with a single hole, the machine spits coffee horizontally all over the counter. I called the store where my wife got it and they said "yea, that's just the nature of the beast; it has a lot of pressure; just use the basket with a lot of holes." When I do, I don't get any crema, even when I use the little plastic pressure insert with it. What am I doing wrong?

The baskets with a single hole are called "pressurized" baskets. Alan explains their raisin d'être:

Alan Frew wrote:Pressurized portafilters and pressurized filter baskets come in many guises, but they basically have a single purpose: to allow the customer to get the appearance of acceptable crema from stale, poorly ground supermarket coffee.

You need fresh coffee, a good grinder, and an evening with the Newbie Introduction to Espresso.

From your profile, you have the Rocky grinder. I don't know why but this is the 3rd or 4th thread this past week with someone starting out and with a Rocky grinder. Rocky is a poor grinder for espresso and will cause nothing but frustration. But what beans are you using and how fresh are they? Generally the Gaggia Classic comes with OPV set too high, it needs to be adjusted down to the 9 bar range, I think they usually come around 12 which is too high.

edit - also sounds like that store doesn't know what their talking about lol

How did the Rocky grinder go from one of the best home grinders to an awful grinder in a few short years? Sure, there are now many better grinders, but if the Rocky worked 10 years ago, shouldn't it work now? The OP be able to get good results with his setup if he uses fresh coffee and learns the techniques.

Was never really considered good, more like you didn't have a choice, it was that, or $$$$ huge commercial grinders back then as there wasn't much options for home use, so people put up with it. I even made my friends step-less and it still was barely mediocre for espresso. Its a better brew grinder then espresso.

For starters, is your Classic new or used?
And is it the Classic with the original aluminum boiler or the new 2015 Classic with the stainless steel boiler.
They are quite different beasts.

If you have the original Classic with the aluminum boiler, you want to learn to use the double basket (with all the holes) and you need a better grinder too.

If you have the one with the stainless steel boiler someone else will have to help.
More information on Gaggias can be found at www.gaggiausersgroup.com

Thanks guys for your quick responses. A couple of notes of clarification; The classic was bought new in June; don't know which boiler it has and I don't know to find out. I have tried several coffees ranging from coffee freshly roasted from our local roaster in Kent Ohio, to the beans sent with the machine; all with the same results. I do have a brand new Rancilio Rocky, which I got after looking at grinders at Seattle coffee gear. They seemed to think it was a great grinder for espresso; goes to show you... I am new to home espresso machines not espresso. I have loved espresso since I was introduced to it in Italy almost 30 years ago. I have had a stovetop espresso maker for years, but have never been able to make coffee like I get in the cafés in Italy; which is my quest now. As you suggested I will spend an evening with Newbie Introduction to Espresso. I will also then attempt to turn down the OPV based on a YouTube video. And thanks for the link to the Gaggia site. Guess I have some more homework to do.

Take Seattle Coffee Gear advice and vids with a huge grain of salt . More for entertainment, they're just trying sell products. If you can return the Rocky and get something else you'll be far better off, not sure what your budget is, but if you can spring for a Vario thats the way to go around that price range. Theres a refurb on Baratza site for $390 right now. Said this the other day, but using a Rocky for espresso would be like putting square tires on a car and trying to get around

Def lower the OPV, they usually came set too high, not sure about the new model but pry the same.

Quick search showed the new Classic is different from old, looks like these used cheaper internal pieces and a cheap thin stainless boiler. Saw post around June on the Gaggia user group online. Kind of a shame, they took an old solid work horse that was a great starter machine for the $ and really cheapened it.

My classic was made in Aug 2014. Anyone know how to find out if it is the old or the new one?

I think so far they have just changed the Euro version, and if you have aluminum boiler, then it's the "old" version. Someone correct me if that is wrong.