Go to Twitter.com (and log in if you are not logged in already), and click on your avatar in the upper right-hand corner, and choose Settings.
Account. You will probably want to adjust the Time Zone.
Privacy and Security. There are a wide variety of settings here, and you might want to make some adjustments. (For example, I have photo tagging and email discovery disabled.)
Email and Web Notifications. You can configure the notifications to be most useful to you. (I rely on the web notifications, turning off all the email notifications.)
Some of the other settings will make sense as you become more familiar with Twitter's features. You'll need to enter your password to confirm the changes you have made to the privacy and other settings.
NEXT STEP => And now that you've created your account, updated your profile, and adjusted your settings, you are ready to tweet your first tweet!
Want to know more? The Twitter Help Center has a section for Settings! You can find detailed information here about all the setting options.