Note that alkaline batteries don't let you take many photos before they run out. You might want to experiment with the new lithium AA batteries made for hand-held devices of all kinds, or try some rechargeable AA batteries called Nickel Metal Hydride (NiMH). The rechargeables will be "dead" when you buy them so plan on some charging time before use.
In either case, insert the memory card in the camera. In a compact camera, the slot is often in the same compartment as the batteries. In an SLR camera, the memory card slot may be behind a door on the side. In both cases, the card only fits in the slot in one direction. If the card doesn't go in smoothly, try turning it over.
CAUTION: If you already have pictures on your memory card, skip this next step! Otherwise, you will erase all your photos!
Note: Some camera manufacturers supply only a very small, incomplete printed manual. The complete manual is on the CD that is also in the camera box. If you take the CD to any copy shop, they can print and bind it for you. I highly recommend you do this.
Then look for a trash can or Delete button on the back of the camera. When you press it, the camera asks you if you're sure you want to erase the photo. You need to press the OK or Delete button again to confirm this action.
IMPORTANT: When you send a photo to the trashcan on your camera, it is not the same as the trashcan on your computer or under the kitchen sink. You can retrieve something from your computer or kitchen trash if you haven't emptied it yet. But the trash can on your camera is more like the landfill. If you put a picture in the landfill, it's going to be pretty hard to get it back again! So be sure you really don't want the photo before you hit the delete button.
That's it! You've just taken your first photos with your new camera. Repeat the shooting, reviewing and erasing steps as much as you want! Enjoy your new digital camera!