It's game time!! Plug in the HDMI cable and the power USB cable and away you go! If you want to transfer new games onto the NES Cart RetroPie, simply load them onto a USB thumb drive as instructed here, and then plug them into the Pi using the tiny OTG adapter.
If you want, you can also plug in a keyboard and WiFi dongle with an OTG hub in order to get under the hood a bit more.
Enjoy your retro gaming goodness! And remember, NES Cart RetroPies make excellent gifts, especially for friends who were stymied by worldwide shortages of official retro gaming consoles! You can even decorate them with labels and stickers to personalize them.