The Nintendo eShop should already be on your 3DS menu. If you bought the system prior to June 2011, however, you may have to go to "System Settings" and subsequently "System Update" to obtain the eShop icon on your 3DS home screen.
If you have an error code then you need to check your manual for the code type. I had to mess with mine too. I had to adjust it to my IP address. But make sure you check that error code in the manual.