To set up your Ledger device, go to ledger.com/start. Begin by selecting your device model and follow the on-screen instructions. You’ll need to download the Ledger Live app, which is available for both desktop and mobile. Connect your Ledger device to your computer or smartphone, and initialize it by setting up a secure PIN code. Make sure to write down your recovery phrase and store it in a safe place—this is crucial for recovering your funds if your device is lost or stolen. Complete the setup by configuring your preferences in Ledger Live and adding your cryptocurrencies.