Oh, yeah, you'll also have to connect your system to your home WiFi. Fortunately, unlike the DS, the 3DS accepts a much broader range of security types than just WEP. Just know your network and password and you should get in fine.
There is a wireless connection toggle switch on the right side of the device. Press it towards the top of the device and release to toggle it on or off (light on means wireless is active). However, turning it on only lets you hook into your wireless. In order to access the Nintendo systems, you'll also need to open an internet connection. You can do this in-game by pressing the WiFi button on the Player Search System, or through Mystery Gift.
You can also do it by opening the web browser (globe icon in the upper right of the home screen). Creating your friend code might automatically do it, but I'm not sure.
If you don't hook into the internet, you can still leave the wireless on to directly contact any other 3DS players nearby. Otherwise, toggle it off, because it will drain battery needlessly.
Final Note: Make sure you pick up your Event Torchic with Mystery Gift! He's only going to be around until January, and I only have so many extras to give out.