Q: I'm setting up my iPad for the first time and the page is stuck on the Diagnostics part and it won't let me do anything

I don't understand why you are getting a diagnostic "part". Is it stuck and not responding at all? If so try this:

https://support.apple.com/en-us/HT201412

What diagnostics part?

There is no diagnostic part when setting up an iPad.

Can you post a screenshot?

Can you try holding down the home and power/sleep buttons for 10 to 15 seconds?

Hi. Is this a new iPad? If so, it may actually have a hardware problem, and you should return it to the store.