Keeping an airbrush clean is essential.
If this is your first go, first strip down the airbrush and understand the relationship between the needle and everything else. There are some great YouTube videos that cover the subject.
After use, you are going to have to clean everything, so this is when the above knowledge is essential.
You will want paint in a gravity feeder mixed with thinner to get a consistency of milk.
You will want the compressor set between 15 and 20 for starters, more towards 20 if you get your paint mix wrong.
Have a bucket of water next to you so you can swill out and spray out remainder paint between colours or refills etc.