Next you're able to give your iPod a name. Do that or use the default name.
Then choose from the three options:
Automatically sync song to my iPod will add your iTunes library to the iPod right away. If your library is too big, iTunes will add a random selection of songs until it is full.
Automatically add photos to this iPod will add the photo albums you have in whatever photo management program you use to the iPod for mobile viewing.
iPod Language lets you choose what language is used for onscreen menus and for VoiceOver--an accessibility tool that reads onscreen content for people with visual impairments--will use, if you enable it. (Find VoiceOver in Settings -> General -> Accessibility.)
You can select any or all of these options, but none are required. You'll be able set syncing options for music, photos, and other content next even you don't choose them here.