Grind size can be the difference between a delicious or an unpleasant, bitter cup of coffee. When it comes to grind size, there are three factors which make the biggest difference: contact time, extraction rate and flow rate.
When extracting espresso, if the coffee starts extracting quickly under 4 seconds then your grind is most likely too coarse.
At the other extreme, if it is still struggling at 8 seconds, then it is probably too fine.
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What you're looking for is a nice steady stream that looks rich and starts to extract at around 4 to 5 seconds, which then continues at a similar rate for 25 to 30 seconds until the stream looks too blond or a little weak, at which point it's time to stop and enjoy.
Alternatively, for one of our favourite brewing apparatus, the Aeropress, the grind should be a bit courser than for espresso, but not a great deal, a little like sand. If you can depress the plunger with ease, then the grind is too coarse. If it feels like you need to sit on it to move, then it is too fine. It should have good pressure such that both hands are pushing down but you feel some slow movement. That will extract a good rich brew.