Hi
I can help you with this.
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SETTING UP YOUR SEGA MEGA DRIVE
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Step 1: Power lead. Goes in the tiny jack hole. And obviously to the plug socket on the wall.
Step 2: TV lead. I'm assuming you have an old aerial lead (RF cable). Go to Channel 36 on your regular channels. Autotune the picture while the machine is on (make sure you have a game in it) and when you see the game set the picture.
Step 3: Controllers in the front 2 ports. Controller 1 needs to be on the left port.
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SOME USEFUL INFORMATION FOR COLLECTORS
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*There are no memory cards. Instead you save your game progress on the cartridges themselves. Save slots usually vary from 1-3, or you have to write down passwords.
*To run imports you will need an adapter cart or Action Replay. eBay is your best bet for these. Feel free to ask import questions here.
*If you are looking to get a SEGA CD attachment make sure you get the right one. Mega CD 1 works with the original Mega Drive, Mega CD 2 works with Mega Drive II.
*All other accessories on the other hand are universal (original / newer joypads, arcade sticks, cartridges, adapter carts etc.).
*Accessories that might interest you are a Master System adapter (so no need to buy Master System!), Action Replay, Game Genie, Gold adapter cart (for imports), Sega 32X (has own set of 3D games!), multitap (for Bomberman).
*RF cable run at lower quality and in PAL 50. You can modify a Mega Drive to run at PAL 60 but are just better off paying a few pounds and getting an AV / RCA / SCART cable from eBay.
Hope this helps!