Setting up Mac OS X

• The default behavior these days is for the Mac to prompt you for an installation language the first time it boots from the hard disk and, after installing a few files (a few minutes' worth) configure your locale settings. If your Mac boots straight to the Finder or to the login panel, then someone else has used it before (sadly, this is a common thing with Portuguese retailers, who like to play around with their customers' gear). If so, I recommend using the restore CDs/DVDs included with every Mac to restore it to a factory-fresh configuration.
• After setting up your keyboard, language and whatnot, the installer creates the first user account. This is the important bit: it is an administration account - call it "Administrator" or something like that and create another for yourself afterwards (if you're a UNIXhead, this is not root, which is disabled).

Many people think this is unnecessary until they discover (the hard way) that they threw some important system file into the Trash. Yes, there are warnings, but using the machine as an administrator tends to make people oblivious to them, and years of using all my machines as a "regular" user bestowed upon me painless system updates, zero trouble with the core system and no software instability whatsoever. In the end, it's your call.

You can create that "regular" user accounts in System Preferences after setup ends. This will not prevent you from making all the silly mistakes people do when using a Mac for the first few months, but it will significantly decrease the odds of you breaking something (you will be asked to authenticate as an administrator before any significant changes are made). Not to mention that it prevents unwanted changes to your system...

(Yes, you can break a Mac OS X install - or files that make subsequent upgrades fail - by mistake when you use the machine every day as an admin user. And yes, I'm repeating the warnings in small print above.)

• Network configuration is usually trivial. Macs use DHCP by default, and visible Wi-Fi access points will show up on the AirPort menu (to connect to a hidden or security-hardened Wi-Fi network, choose the "Other..." option in the AirPort menu). For those having to deal with broadband connections, PPPoE support is built-in, and your card's physical Ethernet address can be looked up in the Ethernet section of the Network preference pane in System Preferences.
• Firewalling is configured in the Sharing tab in System Preferences. The defaults are usually sensible for most cases (and Mac OS X is very secure), but it's best to ensure it's on if you're directly connected to the Net.