I am in Vegas and will be receiving my 210 very soon (this Friday). You will also need to make sure that you have the USB cable for data transfer. I will PM you on Friday once I have it up and running if you need any pointers.
Also, just so you know, there is a local group of Geocachers that you can join for outings and events. Check nevadageocaching.com and the GC.com Nevada forum here. There are more than a few people out there willing to get you rolling in the world of geocaching.
Have Fun!
Trevor