Using a lathe the correct and safe way is not obvious, and the consequences of incorrect operation can be serious. Before you begin, read books, watch videos and if possible observe an experienced turner at work. Wood turning is not a matter of turning dials and adjusting settings--it's a venerable manual skill that requires coordination and practical knowledge.
The momentum of a heavy block of wood spinning on a lathe brings the potential for very dangerous things to happen if it goes wrong. The work piece can fly off the lathe at high velocity, or the operator can get literally wrapped up in the work. Eye protection in the form of safety goggles or a face shield is mandatory. A face shield is better, because it also helps protect teeth and lips. Wear a short-sleeved shirt and snug clothing. If your hair is long, tie it back. Steel-toe shoes are also a good idea since you'll be working with blocks of wood that can injure toes if dropped. Ties and all jewelry have no place at the lathe. Make sure the work area is well lit without shadows that obscure the work space. Dust is a potential problem during the finishing phase; wearing a particle filter mask reduces the health risks but a dust-collection vacuum system is much more effective.
Be certain that the lathe stand is assembled correctly and anchored stably to limit vibration during operation. Check the workpiece several times to be sure the fit to headstock and tailstock--or to the faceplate--is secure. No slack is allowed. Before turning on the lathe, rotate the workpiece by hand to make sure it clears bed and tool rest. Position the tool rest about one-eighth-inch from the workpiece and lock it down. Shut down the lathe and reset the tool rest when the gap widens to a quarter-inch. During startup, select the lowest speed and stand out of the plane of rotation before powering up the lathe. Don't think of maximum speed as better--a middle setting is most efficient. When roughing down a block or spindle keep in mind that the edges of the square are nearly invisible when spinning. Ease the roughing gouge into the work piece until you feel it make contact.
Practice on short pieces of stock and learn the correct use of every tool before undertaking a real project. Make a cylinder from a short piece of four-by-four and then practice turning basic shapes. Learn faceplate work by practicing on small blocks before trying anything heavy. Older wood-turning manuals have details of useful tools and procedures that are no longer in common use, but which may be inappropriate for modern wood lathes. Use the old methods with caution. Pay close attention to the shape and keenness of tools--dull tools and rounded bevels produce rough work. Forcing a dull tool into the work piece can cause the turning stock to break and fly off the lathe.