Getting a device for the first time can be quite daunting but here are the straight-forwards steps of how to get your SonicWall TZ-215 working.
Connect your computer to the X0 (labeled LAN) interface on the back of the SonicWall. Then connect your ISPs connection to the X1 interface (labeled WAN)
Open a webbrowser connected to the X0 interface and type in https://192.168.168.168 for acess to the SonicWall GUI. You can either run through the Setup Wizard or log directly into the management interface.
The default credentials for logging in are username: adminand password: password.
You're going to be prompted to change the administrator's password which is a crucial step in securing your device from malicious access.
The final steps are to configure WAN Network Mode (depending on your ISP), NAT Settings, LAN settings. All of these will be dependent on your network requirements but SonicWall has default values that are fine if you aren't too familiar with your network setup.