This is because you've not fully set-up your iPod. What you need to do is a variety of things with-in iTunes which includes registering it and such. I can't really explain it all that much because tbh it's so self-explanatory there isn't any online tutorials, but basically, in iTunes in the devices menu click 'iPod Touch' and the set-up process is easy.
If you don't actually have iTunes you need it and can download it here:
Hope this helps.