I shaved with my new Progress this morning. I think I had the notches misaligned, as when I tightened it down, it was on # 3. After shaving I ensured the notches were aligned and after tightening I seen the # was 5, so a slight adjustment brought it to 1. I had a decent shave on 2 but it felt rather aggressive. I'll try it on 2 with the head on the right way next time.
Your doing fine for being new. In time your definition of aggressive will change, but that's the beauty of an adjustable. I am a big Progress fan and all you really is to match notches on the top and bottom and pick your adjust number. It sounds like your there. Just remember the goal isn't seeing how aggressive you can get. It's a shave that does the job and feels great. Do some blade research on is forum and then try a blade sampler.
I've always checked before tightening down the top cap of my Progress, but with the indicators properly aligned I like to start on 4 or 5. I do three passes, then I dial down to 1 for those tricky spots that require some ATG blade buffing (upper lip for me). This is quite easy to do, even half asleep, because you simply turn the knob clockwise as far as it will go. No problem, even with soapy hands.
The base has a mark and the top cap has a hash mark that should be matched. I think it only makes that start right.