Welcome!
If you are new to machining and engineering in general, you can get lots of advice on here.
But if a first time lathe user, it would be worth buying and reading some books.
First purchase Zeus Charts – a useful reference pocket book.
"The Amateurs Workshop" by Ian Bradley. Good advice on workshop techniques as well as lathes.
"The Amateurs Lathe" by L H Sparey – Written when the Myford ML7 was the amateurs's most likely machine of choice.
Harold Hall (former MEW Editor) and Neil Wyatt (Current M E W Editor ) have both written books on lathework
"The Model Engineer's Handbook" by Tubal Cain is an invaluable reference book..
For more specific subjects, such as Taps and Dies, Screrwcutting, or Gear cutting, and MANY more, there are the WorkShop Practice series.
All these will provide answers to the question that will arise.
For face to face advice, guidance, perhaps demonstrations, find and join a local Model Engineering Club,
Begin learning by just cutting bits of metal, then making small accessories and tools for the lathe and workshop.
(Centre Height Gauge, Mandrel Handle etc. )
You would probably be better to start by using HSS tooling, which will mean buying a Bench Grinder if you don't already have one. In this way you will learn how tools need to be ground. HSS tolerates the odd knock better than Carbide, and a toolbit which can be reground many times costs about the same as one carbide tip!
(Probably my most used turning tool is a Tangential Turing Tool. The toolbit is easy to grind, with a small jig, Just one face. Such a tool can be shop made, or purchased – The Diamond Tool is the usual commercial one )
When you have gained experience and confidence you can progress to more complex things.
Better to make mistakes and learn from them on a bit of steel bar than an expensive casting!
HTH
Howard