To begin your secure setup, visit Trezor.io/start and connect your hardware wallet using the provided cable. The initialization process starts with a mandatory firmware installation, ensuring your device has the latest security patches and verified software. Once updated, you will be guided to create a new wallet where the device generates a unique recovery seed. This seed is your ultimate backup; it must be recorded physically on the provided cards and kept in an offline, secure location. Never enter this seed into any computer or mobile app. Finally, configure a robust PIN to prevent unauthorized physical access, completing your device's primary defense layer.