Well first I would go into the Wii Settings and then click on the Data Management Tab and delete all game saves there.
Then you should make sure there are no Parental Controls. If there are, I reccommend contacting the person you bought it from as the parental controls are PIN protected and you need that PIN to remove them.
Apart from that, there's not much setting up you have to do. I mean I plugged in my Wii when I got it, adjusted all the settings and started playing.
Hope I helped.