I do not use those devices so I do not know for sure. But HDMI CEC is supposed to automatically move you to whatever device you start using. So if you press the PlayStation controller, the TV should switch to the PlayStation input since it received a signal from the PlayStation, and so on.
At least it works like that with Apple TV, I do not to see why Sony and Nintendo and Microsoft would not implement the same thing Apple did.
And there is no first time setup. Of course, to change the TV picture’s settings themselves you would have to use the TV.