The new Apple TV 4th generation 2015 model arrived at our office today. Here are the setup steps.
Pair the remote
We set up this Apple TV twice, and the first time it actually skipped this step:

Choose a language
Our Apple TV defaulted to Japanese because we ordered it through the Japan Apple Store. We changed it to English. There's no Siri for Japanese yet — according to the Apple TV, and contrary to what Apple says.

Select country or region
There's a long list to scroll through. Use the trackpad at the top of the remote control.

Set up using your iPhone or iPad
This is good. Apple TV can get some settings from your device using Bluetooth. (If you set up manually, enter the information directly on the Apple TV with the remote.)

After clicking Set Up with Device you see these instructions:

This part didn't go smoothly for us. What worked best, after several tries, was this:
- Hold the device close to Apple TV.
- Unlock the device.
- Enable Bluetooth.
- Be patient. Wait a few minutes.
If unsuccessful, disable Bluetooth and lock the device then start again.
When successful, your device has a message for you:

Click Continue and now it's the Apple TV:

Apple ID
Your device wants the Apple ID you use for iCloud:

We skipped iCloud setup. You probably shouldn't, but you can do it later. The next item is the Apple ID for iTunes:

You don't want to keep entering that long and strong password, do you? When asked if you want Apple TV to remember it, say yes. (Unless of course there's a risk of someone buying things you don't want.)

Finishing up
Sending data to Apple is up to you. It's not necessary.

Choose Enable Location Services next so Apple TV gets the date and time automatically:

Do use Siri. It really works quite well, and it's built into the remote control:

This new screensaver is beautiful and impressive. Why not automatically download it? You can turn it off later if you don't like it:

Diagnostics and usage sounds like the earlier Send data to Apple screen. Again, it's not necessary:

Of course you have to give the lawyers their due:

And that's it.
