Thank you two for the super helpful pointers!
Update:
I started reading VNA primers from R&S and Tek, as well as the user manual from the link below.
I made the three Calibration standards as seen in the picture (2x 100 Ohm pointing upwards, orientation doesn't really matter for me as I operate in nearly DC (max. 10 MHz)).
I set the VNA into S11 measurements, stark freq. at 100 kHy, stop at 30 MHz, with 10k points, no averaging, rest left untouched (I think).
I performed 1-Port cal on the TG Source connector, and still, I don't get the smith chart that you guys get

When I switch over to Log Mag, there is just +10, -20 dB noise around 0 dB, no matter whether the port is open circuit or short circuit etc.
What am I missing?
PS: not seen in the pictures, TG LED is lit green (as it should be)