How do I set up an iPhone?

Hold the Power Button which is located on the right of your iPhone until you see the Apple Logo. Once it turns on, you will see a Hello screen. Continue to follow the on-screen instructions to setup your new iPhone.

Set up your iPhone or iPad - Apple Support

You may also want to review the iPhone User Guide to familiarize yourself with your new device:

iPhone User Guide - Apple Support

You can also attend a Today at Apple session at your nearest Apple Store where you can further familiarize yourself with your device with a specialist:

Today at Apple - Apple