I usually get a server with a preinstalled OS.
Personally i prefer CentOS 5/6, so in this guide i will cover CentOS 6 (but you could also use any Red Hat (RHEL), Ubuntu, Debian or whatever OS you prefer).
You should have received an email from your provider with at least three things: a server username, a server password at the server IP address or server hostname.
* step one: connecting to the server
To connect to a server i recommend using a SSH (Secure Shell) connection, the tool i use for this is Putty (http://www.putty.org/).
Install putty and launch it:
- in the "Host Name (or IP address)" field enter your server IP address or if you prefer the hostname of your server. - as "connection type" choose SSH, if there is no SSH on your server choose telnet, but for security reasons if recommend using SSH. The default port for SSH is 22, but maybe your provider has installed SSH on another port if so it should be mentioned in an email you got from your provider. - in the "saved session" field enter a name so that you remember for which server the connection is. You can choose whatever your want as name, for example "my first development server". - now click the "save" button - to open a session, select your server in the sessions list and click the "open" button - if it is the first time you connect to your new server over SSH, putty will ask you if your want to accept the server host key, click yes - now putty is connected to your server and you get asked for the server username (login) and password, enter both. Don't be afraid if you don't see you password while typing, this is normal, it is done so to protect your password so that even if somebody is sitting behind you he wont see it ;) - press enter and you should see a greeting message from your server, you are now connected and can start typing on the command prompt.
For more informations about putty, SSH and everything related to both of them, read the documentation.