I want to learn to operate a mill from Grizzly and I don't have the time and access to a machine shop to apprentice.  How would you got about learning the basics without a) killing myself and b) burning a ton of cash wasting materials.

From a tool and die maker with over 40 years in the trade - first use youtube, then if at all possible find someone local to you that can stand watch while you crank the handles.

http://opensourcemachinetools.org/essential-machining-skills-operating-a-milling-machine/

IIRC there is a series of MIT machine shop videos on YouTube that should help.

I learned basic machining by taking a few local Community College courses in Machine Tool Technology.

Read this thread.

Then watch Tubal Cain on YouTube.

What do you want to know?

The absolute basics are good measurement practices, good setup practices, and understanding your cutting tools and their behavior.

1) Always measure from the same reference points, use good tools, have good lighting, use a light touch, never force a measurement or adjustment.  Use common things as standards, ball bearings are an excellent thing to have as they're quite accurately sized.  Mic some paper then use it and a rod of known diameter as a rudimentary edge finder, or take a skim cut.

2) Keep everything as rigid as possible- all locks locked when that'd axis is unused, tools tight in holder, workpiece firmly clamped to table, shortest tool stickout possible, minimize setup/tool changes.

3) Learn how to calculate a tool's proper rpm (SFM), its chip load, and its feed rate.  How to take a proper depth cut is also important.

4) know how to tram/sweep stuff.  With a good indicator and some arithmetic there's almost nothing you can't do.

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