Do i need to set up my ipod touch on itunes, or can i just turn it on and go on my way?

I just bought a new iPod Touch, and I have a question about it. See, I turned it on and got a picture of the adapter and itunes. I think that it meant I had to set it up on itunes before I could actually play games and go on the internet on it. But, my friend has an iPod touch too, and all she had to do was turn the ipod on and play. Why is this? Please help ASAP!

That's a little bizarre, I think you should go to the Apple store closest to you and ask someone who works there. Bring it with you so they can see what you're talking about.

Some one could of returned her ipod it was already set up. Or the guy at the store showed her how to do it and everything and he set it up. You need to set up a account with itunes.