Once the fresh coffee is in the cup, begin to prepare the milk. You should always try to use 2% homogenized, because full-fat milk will mask the flavor of the coffee; and although some cafes use milk that is warm or at least at room temperature because it does not take as long to foam as cold milk, use cold milk if you can. Not only does cold milk foam better, but also the foam lasts longer and tastes fresher. As long as you are not making cappuccino for a bunch of people, use cold milk.
Put the milk in a pitcher and immerse the steam valve so that the nozzle is just under the surface of the milk. If it is too high, you will spray the room with milk; if it is too low, you will not get many bubbles. You should hear a hissing noise, rather than a rumble, which will indicate that the nozzle is too deep. Neither do you use full power, nor be too timid. You do not want the milk to boil, but you do not want to warm it through. You would want to have a mass of small bubbles, as they are more stable than bigger ones: any large bubbles should be knocked off or allowed to burst.