A basic model train set has four types of components: a locomotive, a set of railcars, track pieces
, and a power pack or a DCC system
Unpack your train set and visually inspect each piece. Even if you're not knowledgeable about model trains, you should be able to spot any obvious manufacturing flaws or shipping damage. It's much better to find defective items and return them to your dealer before you starting to assemble your layout.
RTFD stands for "Read the Formal Documentation". Ask a silly question on most online computer and electronics forums and you'll likely get the response "RTFD". Neither I, nor any of our the other moderators on our online forum would ever respond to your questions that way. But all online "experts" do get tired of answering the same question over and over, especailly when the answer is on page two of the instructions. And the manufacturers don't print the instructions just to keep printing companies in business.
After reading this article, before you do anything else, read the instructions that came with your train set. Then you'll have mentally been through the process twice. This should make the actual task much easier.