Plug pi into HDMI & keyboard first before anything else can be done. Some of the information gets out of date now and then, but I keep updating this as I go, so there's a lot of useful information here. The first part is a bit of a walk-through, but later sections are useful on a more ad-hoc basis. It's more of a reference than a walk-through.
Anyone that comes across this: Please note, I wrote this for myself to keep track of all the stuff I need to do when setting up a new Pi or running into problems.