Software
You'll need to write the Null 2 image to an SD card.
Here's a guide on how to do that:
https://www.raspberrypi.org/documentation/installation/installing-images/
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You can get the Null2 image here.
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You must use the Null 2 image for the Null 2. The screen and buttons have all been set up for you in the image, other images (e.g. the mintyPi or TinyPi images) will not work.
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The first time you boot the Null 2 image, it will take some time to expand the file system for your SD card. Don't turn it off for a few minutes and wait patiently for it to show you the Null 2 splash screen.
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Connect to your WiFi network using the following guide:
https://retropie.org.uk/docs/Wifi/#connecting-to-wifi-without-a-keyboard
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Then follow this to add some ROMs:
https://retropie.org.uk/docs/Transferring-Roms/ (The “SFTP” section. SSH is already enabled)