After unpacking starting is very easy. There is a lot information available online. Here a few tipps where to look and what to do.
A good choice is the raspberrypi homepage:

Home

What you first need is software to run the device. What you need is the Win32Diskmanager and an image to load. I started with the Raspian „wheezy“. Download both and run the Win32Diskmanager to bring the software to the SD card. For details refer to the quick start guide for beginners linked from the download page of raspberry pi:
http://elinux.org/RPi_Easy_SD_Card_Setup
After that the raspi is ready for the first run. Connect a keyboard to a USB port a monitor to HDMI-port and power the device with a USB cable, After starting the config menu appears automatically.
To use the entire space of the SDcard select ‚expand_rootfs‘. A good idea is to change the password. ‚change_locale‘ and ‚change_timezone‘ should also be configured.
I prefer running the raspi through a console, so I need ssh to be enabled and I don’t need the desktop to be automatically loaded on boot. Finally update the raspi before leaving the menu.
Now the raspi should be rebooted. This will take a while because the root partition will be reconfigured.
The raspi configuration can be repeated any time with:
sudo raspi-config

The raspi is ready for the first use.