The set was a gift from my grandfather that sat unopened on a shelf for something like six years, the plastic wrap still on half the pieces the day I finally cracked the box open.
Your first day
Before the first game, know how the pieces move: rooks in straight lines, bishops on diagonals, the queen either way, knights in an L-shape that jumps over other pieces, the king one square in any direction, and pawns forward one square (or two on their first move) but capturing diagonally. A game ends when a king is attacked with no escape, called checkmate. On lichess.org, start a game against the computer at its easiest level and play White. The Italian Game begins e4, e5, Nf3, Nc6, Bc4 (a letter and number name the square a piece lands on, N means knight and B means bishop), and the Opening Explorer under Tools on the analysis board lists the standard moves beyond that. Play your first ten moves one at a time, dragging each piece to its square; the site won't allow an illegal move. The engine won't follow the line exactly, so when it steps off, just keep developing your knights and bishops toward the center and castle, which means tucking your king safely beside a rook, allowed only when neither has moved and nothing stands between them.
Most beginners move pieces impulsively in the opening simply because a square looks open, rather than following a known sequence. Don't. Wandering in the first ten moves often costs a piece for free early on, which knowing one solid opening avoids.
The thing most people miss
I assumed chess skill was mostly about calculating many moves ahead, seeing further into the game than the other player. What actually changed my understanding was that most of my early losses came from not knowing basic opening principles at all, not from any failure to calculate deeply. I kept losing to the easiest engine by move twelve or so, usually after grabbing a pawn with a knight I'd already moved twice.
Once I saw that, I stopped trying to calculate so far ahead in every position and started just learning a small number of solid opening sequences by rote, which fixed the majority of my early losses almost immediately.
What not to do
Don't memorize far past the opening yet. A dozen moves of theory you don't understand just leaves you lost the first time an opponent plays something different, whereas a short line you can explain move by move still holds up.
About two weeks in, I beat the easiest engine setting for the first time without it blundering a piece for me. I replayed the game afterward and every one of my first ten moves matched the opening I'd been practicing, which told me it had actually become memory rather than something I was reconstructing from scratch each game. Forks and pins, the two patterns that win the most material for beginners, are the next thing worth learning.