Read any onscreen text. This will be either a warning, in which case you can press the A button, or a request for information, such as whether the sensor is above or below your TV and what the date is. Point the remote straight at the screen. You will see a cursor similar to the mouse cursor on a computer. The A button does the equivalent of a mouse click.
Once you have answered all the questions you are ready to play games. Push a game disc into the disc slot; the illustrated side of the CD should face away from the power button.
The main Wii screen shows a bunch of TV screen-shaped boxes, and clicking on the top left one will take you to the game screen. Click the START button and begin playing.
Have fun!

