I have a new iPad. It's set up the way I want it. I just connected it for the first time to my MacBook Pro. I want to see what's on the iPad on my macbook's Finder, but it asks if I want to restore from this backup, whatever that means, or

That is a very confusing message in my opinion. The "setup as new" means it will set it up as a new device syncing to that computer -- not that it will erase the device.

When connecting an iPad or iPhone to computer iTunes for the first time, you will get the choice to restore from backup or setup as new; the setup as new choice does nothing to the iPhone or iPad (i.e., it does not erase the device -- however another user here in this forum has noted that if any data was previously synced from another computer to the device, that data will be removed from the device.).