Your cartridge is a MM, right? So make sure when the needle is in the groove on a record and nothing is spinning that your arm is parallel to the surface of the record. Use an index card placded on the record behind the arm and look from the side to see how parallel it is. Adjust the height of the arm to get this parallel. If your cartridge is a MC then this VTA becomes a whole lot more important and adjusting it becomes a pain in the ass and must be done by ear after everything else is set. So ..
First check the alignment of the cartridge to a protractor. Get this spot on those 2 points indicated. Adjust your cartridge "perfectly" so it is aligned with those dots and with the proper angle as indicated on the protractor. This is absolutely key before you set anything else.
Then balance the arm with the anti-skate off.
Then set your counterweight to get the proper downard force.
Then set your anti skate, but start with very little of this and see if it works for you before you increase it. There is also an art to getting this right but you can address it at a later time since it is a finicky setting.
Don't worry about azimuth yet until you can get all the other things aligned properly. Azimuth is a not too important at this stage and as long as the bottom of the cartridge looks reasonably flat to the record you are probably OK for now. When you want to get finicky you can address this at some later time.
If you have a MC cartridge you can now properly listen and set the VTA. Listen for a good balance between tinkly things and bass. Adjusting the back of the arm downward will increase bass strength but will probably reduce the presence of cymbals and bells and such. Raising the back will do the opposite. But there is going to be one spot that gets both right. Listen for the leading edge transient of a cymbal or triange or bell to be sharp and clear and exacting. When you find that spot your top end is locked in and the bass will most likely be proper too, but you can adjust a little bit up or down from there to get it all spot on. Little adjustments here can make a difference and it needs to eb done by ear.
Once the VTA is set you need to go back and recheck all the other parameters to be sure they have not changed. If they have then reset them properly. Ain't this fun?
Patience is a virtue here.