i am trying to set up a new ipad pro and the screen has stopped at Apple ID Password. The little wheel is still turning.

Something has stalled. A forced-restart will very likely to resolve the problem:

• On an iPad with a Home button: Press and hold the top button and the Home button at the same time. When the Apple logo appears, release both buttons.
• On other iPad models: Press and quickly release the volume up button, press and quickly release the volume down button, then press and hold the top button. When the Apple logo appears, release the button.