Different brewing methods require different grind sizes because of how water interacts with the beans! How long the water stays in contact with your grinds influence the taste, and grind size affects the surface area of the coffee grounds, which impacts how quickly water can extract flavor compounds. Coarser grinds have less surface area, meaning they may need more time in contact with the water. And more time in contact with the coffee means more flavour can be extracted - it's about balance!
Which brew for which grind?
Coarse grinds - You want the water to really spent time extracting and developing flavours, usually immersion brewing
French Press, Cold Brew
Medium grinds - This is where drawdown time gets shorter, and you want to have less time in contact, but have more surface area to extract from
Chemex, Percolator, Siphon Brewer, Pour-over, Drip Coffee
Finer grinds - Where you are having even less time in contact, but need more surface area to extract the coffee flavours from
Moka Pot, Aeropress, Espresso
Why does grind consistency matter?
Ideally, you want the grinds to be the same size! Having varying sizes of fine, coarse, and medium, means they will extract at different rates and can throw off your flavours. If you're grinding for Espresso, you want uniform little nodules without larger chunks. If you're making French Press, you don't want too many fines involved that can "muddy" the cup.