Grind size decides how long water spends touching coffee. Finer grounds pack tighter, water moves slower, and more is extracted. Coarser grounds do the opposite. That is the whole model.
Espresso wants something like powdered sugar, filter wants table salt, and French press wants coarse sea salt. Cold brew is coarser still, because sixteen hours of contact does the work that pressure does in an espresso.
A burr grinder matters more than a better coffee. Blades chop unevenly, so a single dose contains both dust and boulders, and you taste the bitterness of one and the sourness of the other in the same mouthful.