The below steps are for Apple TV (4th generation), follow the below steps, to know how you can set up new 4th generation Apple TV:
To use the Apple TV, you will need:

• A high definition TV with HDMI and compatible with 720p or 1080p.
• An HDMI cable to connect the Apple TV to your TV
• Access to an 802.11 wireless network, Ethernet or broadband Internet
• And you will also need - A iTunes Store account to buy and rent content from iTunes.

NOTE: If you have forgotten some details or get stuck on a step, then you can always go back to previous step, just by pressing Menu. And if you want to start over your whole Apple TV set up then you can just unplug your device from power, and then plug back in.
Configuring the Apple TV: Before you begin, make sure you know the name and password of the wireless network (and whether the network is password protected or not). If you are using a wired network, connect an Ethernet cable to your Apple TV.

1. Now Connect the Apple TV: Connect one end of an HDMI cable to an HDMI port on the Apple TV, and then connect the other end to the HDMI port on your TV.
2. Plug the Apple TV: Plug one end of the power cord into the power port on your Apple TV and the other into an electrical outlet.
3. Selecting the HDMI input of the TV: Turn on the TV and select the HDMI input on which the Apple TV has been connected. On some televisions, this operation is automatic.
4. Follow the instructions on the screen: A series of setup screens will help you with your Internet connection and other configuration items. To use VoiceOver during setup, press the Siri Remote knob three times.

You can also transfer the Apple TV account information from your Wi-Fi network, password, and data to the Apple ID account from an iOS device with iOS 9.1 or later.

Connect your remote

If you want to connect your devices, press to click the Touch surface of your remote.
If your Apple TV remote is not connecting, then you have to press and hold the Menu and Volume Up buttons for five seconds. . And, if your Apple TV remote is not working, follow this guide to know how to turn on Apple TV without Remote.

Apple TV automatically configure's an iOS device: When the setup screen of Apple TV appears, unlock the iOS device and make sure the Bluetooth and Wi-Fi are enabled. Move your iOS device to the Apple TV and follow the instructions on the iOS device and Apple TV screen.

Activate Siri on Apple TV 4
Siri will work as long as you set up your fourth generation Apple TV with a compatible language.
1. Start Apple TV and go to Settings> General.
2. Select "Language" from the "Language and Region" section.
3. Change the language of your Apple TV to English.
4. Then go to Settings> Accounts> iTunes Store and App Store.
5. Select "Location" and choose one of the Siri compatible countries.
6. Then go to Settings> Accounts> iTunes Store and App Store and sign in with your account.
7. A pop-up window should appear asking for permission to use Siri, otherwise, go to Settings> General> Siri to activate the Apple Voice Assistant.
8. And that's it! You can now search the App Store, go to the next episode of your favorite series, know the weather forecast, have a look at the sports results and more. And all without moving a single finger!