After you bought the XBOX360 console, brought it home, delightfully unboxed it and plugged it into the TV, there are a few things that you should do before popping in the game discs and start playing.
The most important thing to do now is to get your XBOX360 connected to the internet.
Be sure you know your home's wireless security settings as the current XBOX360s have a built-in wifi that allows you to connect wirelessly without additional hardware.