Re: Learn something new every day...
You need a coarser grind when you don't use any kind of filter, in other words when making any kind of coffee by putting the grind in a cup and pouring water over it. Like turkish mocca. I learned that in - Norway. You can buy coarse ground coffee there; mostly used when going hiking. All you need is a kettle and a cup, no messing around with filters. You'll have to watch out for the dregs though.
If you use paper filters, you'll need a finer grind. If your filter is some kind of fine wire mesh or basically a sheet of thin metal with lots of tiny holes in it (like in most espresso machines) you're somewhere on middle ground, grind wise.
If you invest in a really good espresso machine, you should go the whole nine yards and buy a proper grinder too. It will take a little experimentation to find out what level of coarseness yields the best results - it varies with the type of beans/coffee blend, the type of coffee you brew (espresso, cappuchino, macciato, etc, etc) and of course personal taste. Purists will say that when grinding your beans you should even take the weather into account, i.e. variations in the air's humidity.
My grandmothers both had hand operated 'coffeemills'; it was fun using them and you just can't beat the smell of freshly ground coffee.
Allora, prendere un caffè...