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Setting up a Pi is simple assuming you have bought a micro-SD card that is, either pre-installed with [https://github.com/raspberrypi/documentation/blob/master/installation/noobs.md NOOBS], or with the Raspbian Pi operating system pre-installed. NOOBS makes it easy to install (by default) Rasbian (insert the SD card into the Pi and when you power up the Pi, the operating system will be installed during that first boot. If you have a model with an Ethernet connection, and that is connected first, then NOOBS can offer a choice of other operating systems, or you can download another compatible operating system and install it on the micro-SD card.
Be aware that many cards include NOOBs that installs the obsolete Raspbian Jessie (version 8 of Debian from 2015), a few install the old Raspbian Stretch (Version 9 of Debian, dating from 2017), I have not found any that install latest Raspberry Operating System Buster (Version 10 of Debian, released in 2019), therefore you might do better to buy a card without NOOBS and download/install the Raspberry Operating System Buster yourself.
If you want to be able to use the micro-SD card in other devices (like your PC), you may need to also buy an adapter which allows the micro-SD card to be plugged into a standard SD socket. This may be included if you buy a micro-SD card not sold specifically for the Pi or available with the Pi SD under a special offer for buying two items together.
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