Before you start welding make sure things are properly setup at both the welder and on the piece you are about to weld.
Check to make sure that the valve to the shielding gas is open and that you have around 20ft3/hr flowing through the regulator. The welder needs to be on, the grounding clamp attached to your welding table or to the piece of metal directly and you need to have proper wire speed and power setting dialed in (more on that later).
While you can pretty much just take a MIG welder, squeeze the trigger and and touch it to your work piece to weld you won't get a great result. If you want the weld to be strong and clean, taking 5 minutes to clean your metal and grind down any edges that are being joined will really help your weld.
In the picture below randofo is using an angle grinder to bevel the edges of some square tube before it gets welded onto another piece of square tubing. By creating two bevels on the joining edges it makes a little valley for the weld pool to form in. Doing this for butt welds (when two things are pushed together and joined) is a good idea.