Multimeters are extremely useful and are pretty hardy.
But using the wrong setting, wrong scale, or performing the wrong type of measurement will at best give meaningless results, and at worst smoke the meter.

• Make sure the dial is on Ohms if checking resistance.
• DC Volts if checking voltage.
• Amps if checking current (usually also have to change the red test lead to the 10A terminal socket).

• Trying to read DC volts while the meter is in AC mode is pretty common (and frustrating).
• Putting the test leads across 12V with the leads in the amp range will most likely blow a fuse (or worse) which can cause unwanted delays while you fix/replace the meter.
• When reading resistance (ohms setting) you should short the leads together initially and read what the display says.
  • Subtract this value if the meter cannot be zeroed.
    (if the meter reads 0.2 ohms with the leads shorted, and 6.4 ohms across a winding, the true resistance will be 6.2 ohms).
• Make a good contact with the probes when trying to read the display.
  • The values may move a little, but generally they will fluctuate around a meaningful value if the contact point is solid.

Testing an oil pressure switch