New to Apple, just bought an Apple TV 4k - Getting close to sending it back...

To use almost any Apple product, you will need a registered Apple ID account. To use the App Store (to install additional apps), and to use Apple media services, you will need an Apple ID account with some more requirements*. To use the feature of Home Sharing, you will need a computer with iTunes, or a Mac with the Apple TV app. A lot of account management is done on a computer with iTunes, or a Mac with the Apple TV app. You are making the experience much more difficult, when trying to do it without iTunes.

* Your Apple ID account needs to have a verified email address, by following the instructions in the email message right after creating the account. Your Apple ID account needs a valid billing address, in part to establish your home country. Your Apple ID account needs a valid payment method to use any service that requires payment at some time, even free trials.

How to create a new Apple ID - Apple Support

If you see a message that you need to sign in to iTunes

If you created a new Apple ID on the web and see a message that you need to sign in to iTunes, follow the steps below for your device: 

• On an iPhone, iPad, or iPod touch: Open Settings, then tap "Sign into device" and sign in with your Apple ID.

• On a Mac: Choose Apple menu  > System Preferences, then select Apple ID and sign in with your Apple ID. 

• On an Apple TV: Sign in to the App Store, iTunes Store, or Apple Music with your Apple ID. 

• On a PC: Sign in to iTunes with your Apple ID.

• On an Android device: Sign in to Apple Music on Android with your Apple ID.