To set up your Ledger hardware wallet, go to ledger.com/start. Begin by choosing your device model and following the on-screen instructions. Connect your Ledger device to your computer or mobile device using the provided USB cable. Download and install the Ledger Live application, which is essential for managing your cryptocurrencies. Follow the prompts to initialize your device, which includes creating a secure PIN and backing up your recovery phrase. Ensure that you store your recovery phrase safely and offline. Once set up, you can start managing your crypto assets through the Ledger Live app.