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The Raspberry Pi is shipped wrapped inside an anti-static bag.
The Pi ships as the bare board – to get it up and running you’ll need to source an SD card for storage, HDMI or composite video leads to hook it up to a TV or monitor , a micro USB power lead and a USB mouse and keyboard.
Your first port of call should be the downloads section of the Raspberry Pi Foundation website, where you can download a Linux OS customised to run on the board. There are a variety of OSes available, including Debian and Fedora. The foundation recommends that new users of Linux download the customised version of Debian Squeeze from the site.