One of the most common beginner mistakes is treating drill bits as interchangeable.
They are not.
Different bit geometries are designed to cut different materials. Even when two bits look similar, the cutting edge, material and coating can make a significant difference.
For general home projects, a useful kit normally covers several basic categories.
Wood drill bits are designed to cut timber cleanly and efficiently. They are useful for furniture, shelving, cabinetry and pilot holes.
HSS or cobalt twist drill bits are better suited to metals such as aluminum and steel. The SPESYN 72-piece kit, for example, includes nano-coated cobalt high-speed steel twist bits from 2 mm to 8 mm.
Diamond drill bits are intended for hard, brittle surfaces such as tile and glass. These require a very different drilling technique from wood or metal.
The kit also includes M3–M8 drill-and-tap bits, screwdriver bits, nut drivers and a countersink bit, allowing the workflow to continue after the initial hole is made.
So before adjusting the drill, first ask:
What material am I cutting, and what bit is designed for it?