OK now you have all your parts in order, it's time to get your Raspberry Pi computer set up with the HAT or Bonnet.
Use Etcher or the Raspberry Pi Imager to burn the latest Raspbian Lite to an SD card (you can use full but we won't be using the desktop software and it takes up a bunch of room.
You'll need to be able to log into your Pi, either enable SSH access (and use and Ethernet cable), use a USB to serial cable, or connect a monitor and keyboard. Basically get it so you can log in.
We have a quickstart guide here and here that you can follow, or there's dozens of online guides. it is assumed by the next step you are able to log in and type commands in - ideally from a desktop computer, so you can copy and paste in some of the very long commands!
Once you've logged in, enable WiFi (if you have built in WiFi) with sudo raspi-config so you can ssh in.
Enable SSH as well if you haven't yet, also via sudo raspi-config
After you're done, reboot, and verify you can log into your Pi and that it has internet access by running
ping -c 3 raspberrypi.org and seeing successful responses.
Now that you are logged in, perform an update/update:
sudo apt update
sudo apt-get update
sudo apt-get -y upgrade
sudo apt-get install -y python3-pip
sudo pip3 install --upgrade setuptools
OK you've now got a nice, clean, connected, and up-to-date Pi!