HB wrote:Grind a sample and pinch it between your fingers. It should feel much coarser than flour, but finer than salt. The grinds should stick together slightly; if the beans are fresh and the grounds don't adhere together, it's too coarse. If the grounds hold a fingerprint impression, it's too fine. If the coffee is fresh, you'll feel the moisture in the beans. If you don't, the grind setting is too coarse. Learning to judge the proper grind setting by feel will save you coffee, since the first extraction will already be in the ballpark.

For espresso, the grounds should stick together when pinched between your fingers. If they don't, the coffee is either stale or the grind setting is too coarse. Although Jim describes the feel as "10x sugar", I would add that it should feel grainy when you rub it between your fingers. If you don't feel some grainy inconsistency, it's too fine.