Espresso is brewed under pressure, if you don't have a consistently fine grind then the water will pass straight through without extracting any of the flavor. If your grind is too fine, then it will block the machine and you'll get a bitter extraction.
Again, this isn't a subtle thing. If you've had a real espresso machine (one that has a pump that applies the proper pressure) then it immediately becomes obvious that you need a consistent grind that you can adjust.
The variable you track is generally the length of the extraction, ie, how long it takes to get an ounce or an ounce and a half of espresso for a given amount of time. (aiming for 16-22 seconds or so) Too fine a grind and you'll block it up and you'll never get the oz, too coarse and it will all come out too quickly. You often need to adjust the grind minute amounts every day based on local temperature, humidity and the age of the beans.
This isn't audiophile stuff, it is obvious to anybody who makes espresso and actually wants it to taste good. (ie, isn't drowning it in milk, sugar and syrups)