Set your multimeter to a low ohms settings... touch the leads together... a perfect connection would show 0 ohms but the leads and probably your connection isn't perfect... so work the leads together to get the lowest setting you can and make note of it... Next touch your leads to the outer threaded ring of the 510 connector and the inner post working the connection a bit so you are getting the best connection you can... Read the ohms value and subtract the value you had earlier to see what ohms you are at.
As zippy mentioned... start with your voltage/wattage setting as low as you can get it. If you aren't using a VV / VW device... nevermind, it doesn't apply.
Your coils need to be touching the wick evenly and completely or you end up having a hot wrap on the coil which can also lead to it burning the e-liquid. On silica wick, you don't want to have it too tightly wrapped or it may "choke" off the juice from wicking all of the way through also causing a hot wrap or several. On a SS mesh, you also don't want it overly tight or you end up with it shorting out with a coil. Making a good wick/coil set isn't quite an art, but it does require experience and if something isn't working properly... then you can't say you did it right so don't get discouraged.... just re-do it and after a while you will get the hang of it but everyone is different on how long it takes to learn it.
If you have a lead burn in two... suspect that you didn't get your SS mesh oxidized well enough and have a short... or it isn't in contact well enough with the wick to get cooled down by the juice.