Height adjustments are something that you will need to become familiar with. Although under ideal circumstances, they should not be necessary, differing thickness between glass pieces, differing coatings on the glass, environmental, and transportation considerations dictate that first layer height should be carefully considered between every print.
After making sure the bed is level, adjusting the height of the first layer is one of the most important adjustments you can make to your 3d printer. To do this, place the nozzle over the center of the heated bed. Slowly lower the nozzle at 1mm increments until the nozzle lightly touches the glass. If the Z axis microswitch did not activate, raise the nozzle up and turn the height adjustment screw clockwise 1/4 turn.
Now lower the nozzle again and repeat the process as necessary until the space between the nozzle and the glass is approximately the thickness of two pieces of paper. Do not become overly concerned with the height, just make sure that the nozzle DOES NOT hit the glass when it homes on the Z axis microswitch. After printing the first layer, you can pause the print, adjust the height adjustment screw, and restart the print to dial in the perfect first layer thickness. Also keep in mind that the thickness of glass may vary from piece to piece, so it may be necessary to adjust height for different pieces of glass.
The first layer of filament should be somewhat smashed down on the glass plate, like a fluffy pancake. It should not be too flat like a tortilla, however, the extruded filament should not be completely round like a hose. Below are some examples.
In the photo below the nozzle is so high above the glass plate that it is dragging the filament tube around and the filament is hardly sticking to the glass.
To adjust the height, in this situation, use the supplied 2.5mm allen wrench and turn the screw counter clockwise to lower the nozzle and bring it closer to the glass plate. If an allen wrench is not available, you may also use needle nose pliers or your fingers to turn the bolt.
In the photo below the height is better, however, still not optimum. The ABS is now sticking to the glass, however, it needs to be pressed in a little more and therefore the nozzle should be lowered a tiny bit more.
In the photo below, the nozzle has been lowered slightly and is now printing at optimum height. The ABS filament is visibly pressed into the glass and will stick to provide best results. Caution: do not bring the nozzle down too low as this may cause the filament to get stuck in the extruder (in which case the filament should be removed from the extruder and cut again).