When defining the edge length of your mesh, make sure you know your model file format, as different model types allow the use of different functionality in the Define Mesh Density dialog.
For example (*.stp) 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 how to change the mesh size. A similar process can be applied to any other type of model.