The first step in setting up a Christmas light timer is to identify the type of timer you are using. Many timers have a simple on/off switch that you can use to set the desired time. If your timer has a dial, turn the dial to the desired time and then press the "on" button. Some timers also have a "repeat" feature, which allows you to set the timer to turn on and off at the same time each day. Make sure to check your timer's instructions for more details on how to set it up properly.