Click on the Preferences link in the menu window.
A preference page will appear. Click on the group of preferences that you want to edit (ex.: General).
Edit your preferences (color theme, etc).
It is very important that you change your password the first time you login, so in the General preferences click on the Change button next to the Password field.
You probably also want to specify your full name and contact details. Click on the Change button next to the Personal details field to change them. More info on Personal details.
The name that you specify will appear in the emails and messages that you send out, and in the company directory.
The email address that you input will appear in the 'From' field in the emails you send (usually you should leave it to its predefined value).