Linseed - some advice from those who use it, please?

So today I bought some Golden Linseed, I've read so much good about this stuff. The packet recommends to take 3 teaspoons a day followed by some water.

I would rather eat it with salads or mixed with yoghurts, do I still need to drink the water with it? I drink about 3ltrs a day as it is.

Also, this stuff is not milled or anything. Am I supposed to mill it? Or eat the seeds whole? If I need to mill it, will it keep in a little tub if I do a large amount at once in the coffee grinder?