My advice to beginners: avoid unknown metals! Or at least be prepared to move on gracefully if you can't turn it.
When I first owned a mini-lathe, it struggled with all the odd bits of scrap I tried. Very disappointing. Buying a known mild-steel made a huge difference, and the free-cutting variety was pure joy. I went from thinking the lathe was rubbish to finding that it works well.
Steel is an alloy and there are thousands of them with a huge range of characteristics. Many have properties chosen for a particular purpose that – like as not – does not include machinability. Railway line, many types of Stainless, armour plate, tool-steels, Boron steels – all horrible. On top of that many steels can be hardened by heat treatment, or on the surface by carburisation or nitriding. Suitably treated carbon steel is very hard ; nitrided steel comes close to being diamond hard. Those processes have to be undone before machining.
Many common steels are reasonable; if your source is scrap from an engineering works it's likely to be good. Metal recovered from manufactured items is much more variable, and steel made for a particular purpose really has to be understood.
Gas-pipe is an example. Although it's a species of mild steel, the metal is relatively soft. It bends, saws and threads well and it's cheap. Seems a promising candidate for a lathe but it doesn't turn well. The metal is gritty and slightly sticky. The pipe was made by rolling a strip and then welding the joint. The weld is much harder than the rest, clunk, clunk. I use it only for crude work. Avoid it when finish matters.
Likewise I've made good use of scrap steel rods removed from old printers and scanners. Usually they machine well but I have one example that carbide won't touch. Visually identical to the others, it's a cuckoo in the nest.
Life's much easier when you know what the alloy is. Then you can look it up and see if it can be fixed by heat-treating or whatever. Just guessing is likely to waste a lot of time.
Dave