If you have a pattern, it will give you a gauge to shoot for, but for all those other occasions... something I read in a book is that you can tell that your knitting is too tight if it feels stiff, and too loose if you can stretch it and it doesn't spring back. (I don't think the too loose thing would apply to lace since it's supposed to be that way, but you get the idea.) I'd start with the needle size given on the yarn label and see how you like the drape of the fabric. You can adjust up or down from there.
There is no right way to knit; there is no wrong way to knit. So if anybody kindly tells you that what you are doing is "wrong," don't take umbrage; they mean well. Smile submissively, and listen, keeping your disagreement on an entirely mental level. They may be right, in this particular case, and even if not, they may drop off pieces of information which will come in very handy if you file them away carefully in your brain for future reference.