If you're upgrading from an older iPad, you've hopefully made a backup of that information, either via iCloud or iTunes. Choose one of these options to copy that information to your new device.
Restore from iCloud backup: If you have an iCloud account and have backed up a previous iPad incarnation using iCloud's Backup feature, you can use this backup to restore your device (though you'll need to be on a Wi-Fi network to do so). To restore, sign in to your iCloud account, agree to Apple's terms and conditions, and then choose which backup file you'd like to use and tap the blue Restore button in the top right corner of the screen. (Depending on the speed of your Wi-Fi connection, this process can take anywhere from a few minutes to a few hours.)
Restore from iTunes backup: If you tap Restore From iTunes Backup, you're brought to the Connect To iTunes screen. Connect your iPad to your computer and open iTunes; after clicking on your device in the Source list, you see the Set Up Your iPad screen, which asks if you'd like to set it up as a new iPad or restore from a specific backup. Choose the correct backup, and then click the Continue button to proceed. This process is significantly faster than restoring from iCloud because you're transferring data over USB, not over Wi-Fi.
Once you choose either option, your device will activate and begin the restore process.
Setting up as a brand-new iPad
Don't have a backup of an older device, or don't want to use one? It's easy to start fresh. The first thing you need to decide is whether to supply an Apple ID (or create one, if you don't have one). You use your Apple ID to buy music from iTunes, apps from the App Store, books from the iBookstore, and for iCloud.
What's an Apple ID?: If you've ever purchased something from the iTunes Store, you'll have signed up for an Apple ID--it's usually your primary email address. Your login information for Apple's MobileMe or iCloud service should also work when signing in.
Use your current Apple ID: Already have an Apple ID? Tap the Sign In With An Apple ID button and enter your username (usually your email address) and password. Apple will then spend a few moments linking your device to your Apple ID.