Hi Gudrun!
I'm glad you finally got your new reader.
Are you using the Sony Reader Library? If so, open it while your reader is connected to your computer. You should have at least three 'books' on it and those are the instructions for your reader.
You should have:
End User License Agreement
Instructions - How to Get eBooks on Reader
User Guide
Those are on the reader. I made a collection of them calling it Sony Documentation and you might want to put it on your computer as a backup in case of anything.