Begin by stacking all the translucent pyramids into monochrome Nests (groups of Larges atop Mediums atop Smalls).

Arrange these in a randomized way on 
the board, with an empty space known as the Caldera located in the center of the board.

When randomizing the placement of the nests, avoid putting two nests of the same color any closer together than corner-to-corner (no direct side-by-side color matching).

Place a Small black piece onto each of the red nests, and a Small white piece onto each of the orange nests. (These white and black Caps are interchangeable for purposes of gameplay, so it doesn't really matter which go on red nests, and which on orange, but it looks nice.)