Generally speaking, when you get a mandolin, it’s not setup.  That just means it needs some adjustments to play well for you.  There’s 3 steps I’d say you should start with

Action

The action (distance the strings are from the fingerboard) should be fairly level across the instrument.  If it’s lower at the nut (which is where the strings go over the headstock to the tuning pegs) and higher at the bridge, you need to lower the bridge down.  If your bridge has wheels to adjust it, you can try using that to bring it down (loosen the strings first), but often you actually need to sand down the bridge.  It’s not that hard though – just get some sandpaper, tape it to the instrument, and move the bridge up and down on the mandolin face.  You do this to make sure the bridge fits the face of the mandolin perfectly.  If the action is really high, you might want to sand it down some off the mandolin first to make that go quicker.  This may sound complex – but it’s not that difficult I swear and playing with high action is really hard. 

Positioning of the bridge

This is kinda trial and error.  Once the action is right, you basically put the bridge around where the points on the F holes are – so the points are in the middle for the most part, then tune the strings to pitch (use an electric tuner for sure).  Once they are all at pitch, play the 12th fret note and play the harmonic of the same note.  If the note is sharp, move the bridge back a little towards the tail, if it’s flat move the bridge towards the neck / headstock then bring back to pitch, and repeat the process.  Once the fretted note and the harmonic note are the same, that’s where the bridge should be placed. 

Change the strings  

It may seem silly, but bad strings are a huge issue with intonation (ensuring notes sound right) and generally the strings mandolin’s are shipped with are old / worn already.  Lighter gauge strings are probably the best for you to start with as they are easier on the fingers.  Try 0.009 or 0.010 sets to start (that’s just where the E string is 0.009 or 0.010 – don’t worry about the other sizes now).  Eventually, you want to move to heavier strings for better tone, but right away – lighter is better for ya. I’d suggest D’addario’s – if you wanna spring for the coated versions, they do last longer before they need to be changed.  

There’s more you could do, but these three things will at least make sure the mandolin is playable and you don’t need to fight it 🙂