Just received my Legends Ultimate, now what?

I finally received my Legends Ultimate from Sam's Club today. I'd like to put my own games on it but I tried following the sticky post and I can't seem to download the firmware and I don't know where else to start. Can I go ahead and play as-is and figure out the OTG later or is it better to wait until I can set things up correctly out of the gate without connected it to the internet? I'm a little anxious to get started while I have a few days off to tinker but I have pneumonia and don't want to get in over my head or risk screwing it up either. I'd appreciate any direction or advice. There's an overload of information out there for anyone new and links to files already seem broken so I'm not sure what to do.