The grind setting depends on the grinder you are using.
Although generally, with an AeroPress or any filter brewing equipment, we would recommend a 'filter grind' which is slightly coarser than an espresso grind, so we can manually build up the pressure in the chamber.
With every coffee, the recipe is a little different so changes will need to be made as you go (ie: applying pressure earlier with a particular coffee and later with another).
Are you new to using AeroPress? Or just want to learn more on how to brew your delicious filter coffee? Check this video for step-by-step instruction on how to use Aeropress :)