This is the Wii U pro controller, Nintendo's controller for people who don't want to use the big Wii U Gamepad. This controller can be used with MOST Wii U games, but not all, sadly.
On the back of the Wii U Pro Controller there is a sync button, this will be used to sync up the controller to the Wii U console.
The front of the Wii U also has a visible sync button on it that you will press to activate the sync process. Make sure the Wii U is turned on.
On the TV screen this image will appear giving the instructions on what to do next, press the sync button the back of the Wii U Pro controller to activate it.
Once the controller is successfully connected, this player 1 light on the controller will light up, indicating that the controller has successfully connected to the console. The light also means what player number this controller is.
The screen will also show how much battery life you have left, and how many controllers are connected at once, this screen also allows you to sync multiple controllers at once. Have fun with one of Nintendo's best console controllers!