First-things-first. I didn't purchase a pre-loaded SD card so I had to install the Linux image on an SD card myself. This is not a difficult process and by doing it yourself you also learn how you can create your own backups of the SD card and save images for different uses.
I'm not going to re-invent the wheel. I used these instructions to get my RasPi up and running: http://www.engadget.com/2012/09/04/raspberry-pi-getting-started-guide-how-to/
NOTE: If installing the image on an SD card larger than 2GB you’ll want to use "expand_RootFS” in the Raspi-config page to increase the partition on the SD card to fill the SD card.
Once you're up and running at a command line you can start the Desktop GUI with: startx
NOTE: This can be set as default in Raspi-config.
Don’t forget to use sudo halt to shutdown or sudo reset to reset.
Don’t just disconnect power to your RasPi or you could corrupt the operating system.
More to come...