Before you define your mesh size, it is important to understand the starting point, as different model types allow the use of different functionality in the Define Mesh Density dialog. For example, (*.stl) models are imported as a solid model, whereas (*.iges) models contain separate surfaces and entities, and make definition in localized areas more feasible.
The following instructions use an (*.iges) model to illustrate the process of increasing or decreasing mesh size. Although the same, if not similar process can be applied to any other type of model.