I hope to go over some important tips, and little tricks to help you get the most out of your Replay. It's important to stay safe and game happy.
I can't log into my online Microsoft account
This seems to be a bug on Microsoft's side. For now create a local account to get through the initial set up. Once you get the Windows desktop you can modify the account.
How can I stay safe while using my Replay?(Or any PC?)
When you are doing your first boot be careful. At some point you will come to a screen that will ask if you want to make Cortana your personal assistant. I believe this turns on with privacy settings that will ask you things like location and diagnostic data. It is recommended that you turn all of these to the left for off or limited. The screen in question looks like this

If the Replay has rebooted, and you can not get to the desktop you will need a mouse and keyboard plugged in to the Replay. Click on the screen with the mouse to bring up the next screen with your user name. Enter your password to get back to your desktop
Once you get to your Windows desktop it is very important that the first thing you do is create a USB recovery drive. Windows says you need at least an 8GB USB drive. I would recommend no less then 16GB to make sure you have enough room to back up the Replay front end and extras. I also believe that using a 3.0 speed drive will help things move faster.
Mike has also mentioned that you might be able to use a Micro SD card to create one as well. If you do this make sure you use a Class 10 good name brand card (Samsung or Trencend are my go to) I would personally recommend a USB flash drive though as Micro SD cards tend to disappear on me. Flash drives might also be cheaper.
To start the process remove all your other connected media. Insert your USB drive into a blue USB port on the Replay, and open the Start Menu. Type Recovery, and you should see Create a Recovery Drive in the results. Click this and bring up the program. Your USB drive should be listed, but always make sure to double check that it has selected the right drive letter.
Once sure follow the onscreen instructions. Then wait as the Replay creates the drive. This may take a while, but it is important. Let it run, and then you will eventually see a finish button. Once this is done store the media you created in a safe location as this is the only way to restore your Replay at the moment.
After that is done you may want to check for updates. You can do this by going to Start>PC Settings>Updates. I believe there were two small ones when I checked after getting to my desktop. While you are there you can check Advanced options and make sure Give me updates to other Microsoft products is turned to Off. I believe it already was on my Replay, but it does not hurt to check.
What about every day desktop safety?
If you plan on using the Replay for more then retro gaming there are a few more steps you can take. First you may want to install an Anti Virus to give you a little more protection then Windows Defender. Different people prefer different programs. Read some reviews and decide what software fits you needs
What about browsing?
When it comes to surfing the web there are a few things you should do first. The Replay has Chrome installed out of the box. It is recommended that you make sure to update it first. In the URL bar type chrome://settings/help This should bring up the correct settings page, and Chrome will check automatically for updates.
While we are in settings you might want to click the three bars next to the word settings. Then click advanced, and then Privacy and security. Then go through the settings and change them as you see fit. It looks like Auto send to Google is turned off already, but it does not hurt to check. You may also want to go to Search Engines and change Google to something else if you prefer. If you are concerned about your privacy with Google you may want to try DuckDuckGo or StartPage.
What about other browsers?
If you are using Firefox you'll want to go to about:preferences in your URL bar. Privacy and security, and then turn Tracking Protection to always. Then Send websites a “Do Not Track” signal to Always. Lastly go down to Firefox Data collection, and uncheck the boxes. Like above you may also want to change your search engine.
Lastly when it comes to browsers you will want to install the Adblock add-on/extension for either Chrome or Firefox to help cut down on the ads that are shoved in your face. You might even consider an alternative browser such as Brave or Epic
After that like in the video you will want to go to Start, and then type Run and press enter. In the Run box type SystemPropertiesPerformance.exe Make sure that under the Visual Effects tab make sure that Adjust for best performance is checked. Then go to the Advanced tab and make sure that Programs is checked.