To get started, follow steps 1 and 2 of the "How do I change the batteries?" Article.
When you place your microlights back in the casing, choose whether to point the lights facing in toward the middle of the orbit or out toward the edge of the orbit. Pointing the lights inward creates glow inside of the orbit, while pointing the lights out makes a more distinct light trail along the orbit's edges. Experiment with different combinations to find your favorite glow.