What you need to consider is the method of brewing you are going to be using. The usual method of drip coffee maker works just fine with a medium grind, which is why its the most commonly found grind in commercial coffee products. Its when you start brewing other ways that you may need to think about choosing the right coffee grind. For example, if you make coffee with a French press or plunger pot, you will get a much more flavorful cup of coffee if you use a coarse grind. Coarser coffee also helps keep the grounds together when the mesh plunger is pressed. Vacuum pots also work better with coarse coffee, and the less popular percolators as well. Making espresso would mean a finer grind because of the pressurized water. The grounds need to give up their oils and flavor faster, and fine ground beans do that best. Steam or pump machines should be used with extra fine coffee, which would have smaller "grains" than table salt. Little moka pots are ok with coffee that is a little coarser than that, but finer than medium. The finest grind is called Turkish, and it's actually powdered. This type of coffee won't work in most coffee makers and really is only for traditional ibrik brewing. Most high-quality coffee bean sellers will give you these types of grind choices as long as you remember to ask.
If you're not getting the grind you want, you may have to get a grinder and start doing it yourself. It's only a few moments of extra effort, and you can choose the right grind for yourself. Burr grinders can be set at the right level so there is no guess-work, but many blade grinders just grind until you stop them. You'll have to practice a little bit to learn where the right consistency is. Besides having more control over your coffee grounds, using coffee that has been ground moments before brewing is one of the best ways to get a very fresh and aromatic cup of coffee. For those new to coffee grinding, none of this is 100% crucial for brewing. Most methods will work fine even if your coffee isn't actually at the ideal coarseness level. Coffee that is too fine may leave more grounds in your cup, and coffee that is too coarse may be weak. Choosing the right coffee grind is about perfecting your cup, so don't stress too much over it.