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New to planes, so not sure. This is a cheap one. I get dust instead of shavings when I try it on a piece of dry wood. Is this because the blade is not sharp? Wrong angle of the blade?

Edit: dumbest mistake ever, I've put the blade the bevel up...

Now the plane is doing something, not perfect but probably if I know how to sharpen and adjust the blade properly (trued sharpening on a sheet of 250 grit sandpaper) it will be better.

plane, side view

plane, top view

plane, blade, bottom side view

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    250 grit paper is not really going to get it sharp enough. A couple thousand grit is necessary. It gets faster as you get to higher grits though. basic sharpening: keep the blade at an angle of 25-30º. Abrade the edge until you can feel a little raised burr on the back of the edge, at which point you can move to a finer grit. On a new blade you'll have to make sure the back is flat too (flatten by rubbing the first 1/2" from the edge flat on your sandpaper).
    – aaron
    Commented Jun 4, 2018 at 12:16
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    Also, don't change the setup of your honing guide between grits. It's REALLY hard to get back to exactly the same setup, even with really expensive honing guides. And then you're on a higher grit, and the angle isn't exactly right, so it's trying to take off metal in small strips instead of along the whole surface you're attempting to sharpen, and since you're on a higher grit it will take even longer than the initial coarser grit did.
    – Katie Kilian
    Commented Jun 4, 2018 at 14:50
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    This is a bigger deal if you have more than one plane iron or chisel to sharpen. You might have the temptation to do all the tools on one grit, then set up for the next grit and do all the tools on that, etc. But it won't work, because of the above issue.
    – Katie Kilian
    Commented Jun 4, 2018 at 14:51
  • @aaron, you can hone only to 250 for a hand plane and get acceptable results.
    – Graphus
    Commented Jun 4, 2018 at 16:04

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Please refer to my Answer to this Question from only a few days ago, this plane and that plane are nearly identical so all my comments there apply equally here.

I get dust instead of shavings when I try it on a piece of dry wood. Is this because the blade is not sharp?

Very likely. Most hand planes (including those that are at a much higher level than this) are not shipped with the iron sharp and ready to use.

There is actually a long tradition in woodworking of edged tools not being sold with cutting edges sharp and while certain high-end makers now ship their tools extremely sharp it is still most common for tools to be packaged for sale with only a basic grind performed on the edge, usually at 25°, and final sharpening (called honing) is expected to be done by the end user.

There are many previous Question here on sharpening if you want to search for more info on this.

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