They are fairly simple.
When you get yours, place the battery in it to charge until it's at 100%. Maybe 3-4 hours.
During that time, read throught the FAQs here. You will see things that mean NOTHING to you yet, but in the next week as you have a question, you will think "Ah, I know where to find that information."
Make sure you have your account with a BlackBerry Data Plan.
Come back after charged, and add your email: How to add / delete email addresses - BlackBerryFAQ
(you will likely need to signup your BIS account first, creating a username and password. You might want to create a @att.blackberry.net address at the same time, it will ask).
That is all you HAVE to do at first. Start using and get used to it.
You will want to add some additional applications later, so get your PC ready for the BB by downloading and installing the Desktop Manager (I would first recommend downloading version 4.2, service pack 2). BlackBerry Desktop Manager Downloads - BlackBerryFAQ
Learn to Backup your BB to your PC. Do you use Outlook on your PC? Learn to sync the BB to your PC via Desktop Manager.
There will be more, check back as you need. Enjoy.