How to get the Raspberry Pi2 working?

Hi Friends

This is my first post in forum. I have bought a Raspberry Pi2(with case and charger and the miscro SD card).

My intention is to play Blu Ray(bdmv>m2ts) files or Blu Remuxes with chapter option and subtitles.(24fps/DTS-Master etc)

Can anyone help me how should I start setting My Raspebrry Pi2 up. Its has nothing installed right now.

Also do I need to buy a heat sink for this?

Cheers