Just like wire gauges, there's a pretty simple formula to those numbers. You already know that the larger the number, the thinner the gauge of wire. Conversely, the lower the number file, the coarser it is. Generally, files run from 00-6. So 00 is the coarsest and 6 is the finest. #2 or #4 are good medium files.
Remember, files only "cut", or smooth in one direction, so never file back and forth. That is a complete waste of energy. Push the saw away from you to file, lift the file off the metal, and bring it back to push it away from you again.
Keep your files rust-free and clean and they should last for years.