Q: Why do I need to "RESTORE" something, I JUST bought the thing?

The software has become corrupt, in many cases this is as a result of network issues,  I have seven Apple TVs at home and to work and never had to undertake a restore.

I'd see how it goes after a restore, it might be the last time you need to do it or there might be something in your environment that causes it or it may even be faulty.

Where did you get the ATV?  New from Apple or yardsale?  If new, I would just return it, since a restore message is not common.

Post a picture of the message to confirm it is the ATV.

I have had 6 ATV's since 2007 and never had to restore them or ever got a message to restore it.