How to start?
Find your board and download one of the available images. Archives can be uncompressed with 7-Zip on Windows, Keka on OS X and 7z on Linux (apt-get install p7zip-full). RAW images can be written with Etcher (all OS).
Make sure you have a good & reliable SD card and a proper power supply. Insert SD card into a slot and power the board. First boot takes up to 35 seconds with an average SD Card and on the cheapest board.
Log in as root on HDMI / serial console or via SSH and use password 1234. You will be prompted to change this password. Next, you will be asked to create a normal user account that is sudo enabled (beware of default QWERTY keyboard settings at this stage).