To set up your Ledger hardware wallet, go to ledger.com/start. First, download and install Ledger Live on your computer or mobile device. Connect your Ledger device via USB or Bluetooth. Follow the on-screen instructions to initialize your device, including setting a PIN code and creating a recovery phrase. This recovery phrase is crucial for restoring your wallet if needed, so store it securely offline. Once your device is set up, use Ledger Live to manage your cryptocurrencies, add accounts, and perform transactions. Regularly update Ledger Live and your device firmware for optimal security.