Backlash is something that everyone has to live with,unless you have a CNC machine(an expensive one) that uses ball screws. Most CNC machines are programmed to adjust for backlash anyway.
Backlash does no harm. Say your dial has .008" of backlash on it,and is set to the number 10 on the dial. You back the dial up,reset the X axis where you want to re start a cut. Then,turn the dial BACK to the number 10. Then,advance the dial from there to take however much you want to cut,then proceed with the cut. No biggie. I do it even on my Hardinge HLVH,which is one of the most expensive small lathes ever made in the USA. Like all machines,it has wear and some backlash. I have a new crossfeed leadscrew for it,but I haven't bothered to install it. That crossfeed leadscrew cost $250.00 years ago. I got 2 of them NOS for $15.00 each,and gave one to my friend,who also has a Hardinge. That's how little I worry about backlash. My Hardinge even has adjustable leadscrew nuts on the compound. I never bother to tighten them. They'd re wear anyway if I did.
Another thing that happens inevitably over time,is the leadscrew gets more worn in the middle than it gets on the ends. Adjusting the nut to be tighter in the middle of the leadscrew just makes it TOO TIGHT as you approach either end of the leadscrew. This rapidly wears out the nut,and you get much more backlash than when you started.
The poster who advised you to learn to be a machinist might have sounded a little harsh,but you admitted you are a beginner. I used to get talked to that way when I was starting out,by an old time machinist who certainly was a friend and mentor. He just had a helpful but gruff way about him. I learned a lot from him,and still use things he taught me 50 years ago. When I asked a stupid question ,he'd say "Then you are a poor machinist". And,I WAS at that time!!
Bottom line is: backlash is always going to be present,no matter how much backlash is not important. Just reset your dial like I said,and proceed from there,no harm done.
Say you want to drill 2 holes a certain distance apart on your mill. There is .016" backlash in the dial. You know this. Remember this. rotate the dial .016" in the direction of the 2nd. hole you want to drill. Then,loosen the dial and set it to zero. Then,go ahead and rotate the dial however much you need to to set the distance between the holes. Proceed to spot drill and drill.
I hope this makes sense. This is what you have to do,period. Even if you eliminate all backlash,it will soon start to return because the leadscrew and the nut will wear,no matter what you try to do.
I advise you to take the advise of experienced machinists here. After all,you ARE trying to learn to be a machinist,aren't you? I wanted to throw my first lathe off a cliff a lot of the time. It was not a good machine to begin with,which made my learning curve even more difficult. But,I always took the advice of experienced machinists,even if it wasn't sugar coated. And,I learned how to be a machinist.