The Conversations website talks about how the service will work:
To take advantage of this, you just need to visit the Smart Setup website, book a time slot that suits you best and then someone from the Nokia Customer Care team will then call you back at the appointed time. As well as being completely free, Smart Setup offers a personalised service to suit your needs and in the specific areas required. The Nokia experts will help people with everything from backing up your important photos and files with SkyDrive, how to meet up with friends using Nokia Maps or connecting your Nokia Lumia with accessories such as wireless headphones or car kits.
Smart Setup has been running quietly in the US for a couple of months, and while it has been welcomed by the customer, there is one major cost benefit to this arrangement that I can see, and that's on the cost incurred by carriers.
Running any help desk is a not-inconsiderable cost for companies. With Nokia offering this service at a time when most people will be looking for support, Nokia have reduced the overall 'cost per customer' for the carrier support teams, allowing them to keep more of the income generated from the Lumia sales as profit.
At the same time, Nokia are capturing customer details and building a direct relationship with new Windows Phone users. As they reclaim market share, creating personal moments that people will want to share ('I got a Nokia phone, and Nokia called me to sort out my Gmail settings!') could help with marketing devices to people's friends and family.
Read up on Smart Setup over on Nokia Conversations, or start your setup on the dedicated website.
