First time milling.. not sure what I'm doing wrong.

Two answers while I was typing. :) You'll get better at it each time you do it.
 
If you are mounting the indicator in the spindle, you will need to lock your spindle to prevent the spindle from turning. Any rotation will change your zero.

Tramming is not the same as squaring your vise. Tramming refers to setting your spindle perpendicular to the table and should be done whenever you rotate the head. By adding a horizontal arm to your indicator setup and rotating the dial indicator 90º, you can use it to check tram. Check tram by zeroing the indicator in the table and rotating the spindle 180º. A properly trammed head will nit see a change in the zero. You can check both x and y axes although you may not be able to correct an out of tram condition in y. This iis called nod and some mills like the Bridgeport can adjust this.
 
I'm trying to figure out how to lock the spindle from turning
 
If the machine has any play in the ways AT ALL you will likely get different indicator readings when you change the direction of travel. You could spend the rest of your life knocking a vice around and not achieve what you desire, in this madness lies.

One way to test for this is to watch the indicator when you change the direction of travel, if it moves the table is moving around on the ways.
A simple push by hand on each end of the table with the indicator at one end of the vice jaw will also tell you this.
 
I'm trying to figure out how to lock the spindle from turning
Does it not have a spindle lock? I have never seen a manual mill that didn't, some work better then others of course.

If it is a drawbar collet spindle machine there must be some provision for locking the spindle in order to tighten or loosen the drawbar without rotating the spindle.
 
I'm sure it has a spindle lock, but haven't found out how to do it yet.
 
I'm sure it has a spindle lock, but haven't found out how to do it yet.

You're going to want to find that. Loose collets can contribute to tool damage.
 
Does it not have a spindle lock? I have never seen a manual mill that didn't, some work better then others of course.

If it is a drawbar collet spindle machine there must be some provision for locking the spindle in order to tighten or loosen the drawbar without rotating the spindle.
That mill and others use a second wrench to hold the spindle when tightening/loosening the drawbar.
 
The machines I have worked with have a spindle "Brake", but not a spindle "Lock".
 
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