Proper bolts are made of High Tensile steel. The metal is formulated so that the steel will withstand large tensile loads. (A 1/2 UNF bolt, heat treated to W range will not go into yield until it the load reaches something like 9 tons. 1/2" mild steel will FAIL in tension at about 6 tons. But will be easier to machine because it is weaker and shears more easily.
Bolts clamp pieces together by virtue of the clamp load applied by the ntension within them.
Try machining a 12.9 grade bolt! That makes 8.8 look easy!
Learn your trade on the easy stuff first. Once you have a reasonable skill grinding tools and machining "soft" steel, then you can gradually proceed to harder materials.
Don't think that soft materials like lead are easy to deal with. Trey drilling and tapping it! With extreme care. Each material has its own characteristics, which demand different treatments in terms of tool grinding, speeds, feeds, and where used, lubricants.
As you do each job, you will gain experience and confidence. Even if experience allows you to recognise the mistake, the next time that you make it!
Howard