New To Working Out Quick Question

Depends, use milk if using as a meal and if bulking, or water if your trying to keep slim

 

Ahh and also dont have too much protein powder as it contains alot of calories

 

It doesn't matter if use water or milk, they wont make any noticeable difference. They do taste better with milk, but like you said... They go warm and sour if you leave it too long.

As for working out. STOP WORKING OUT EVERY DAY.
Rest is one of the most important things if you're lifting.

You can do arms/chest one day and then back/legs another day, but don't ever do arms/chest one day and then arm/chest the next day too.
Your muscles need time to heal, when they heal, they get bigger.
If they still hurt even after you haven't worked them out for a day, that's fine.

 

drink your protein shake with water preferably since it gets in faster, because milk has fats. Also do as shoop said, rest is important.