Once their system sends you an email with your my.gov.au login you can log into my.gov.au and finish the setup, which includes selecting some verification questions. The verification questions will be used during the process of using your my.gov.au account so you should make sure that you remember the answers; they're not just used in case you forget your password, for example. In fact the security with my.gov.au is impressive, and includes - once you start using the account - sending you a one-off mobile phone code to use to start each session. This is an added layer of security you can choose to use, but it's probably worth it.
Once you have finished setting up your my.gov.au account you can link it to your Medicare identity. You might be able to do this with a special linking code at the government offices, but when I was there the code would not issue so I had to go away and do the linking by myself at home on the PC.
Linking the my.gov.au account to the Medicare identity involves answering questions. The first time I tried doing this - at the government offices - I failed, and the staff told me their system was having problems, so I went away without finishing the procedure. When I got home I did the same set of questions and it again failed me. Then it produced a more detailed set of questions which I answered and the system passed me, which meant that the linking was completed successfully.
You can then download the Express Plus app from the Apple store. You have to set up a 4-digit PIN at this stage (in addition to the login and password for my.gov.au and the three security questions for the same online platform) which will later be used to enable you to log into Express Plus. After I installed the app on my iPhone and set up the PIN I saw the start screen, which has a lot of options on it, and selected 'Profile' so that I could finish setting up my personal profile in the app. However just changing my residential address and updating my email address proved too much for the app, because after I saved those new details I just got a 'Wait' icon rotating endlessly.
It was quite frustrating, but I have heard that Medicare is having problems with Express Plus from other sources. I'll just have to wait - you get used to waiting for things from the federal government, in any case - and see how they go down the track.
Another thing that my.gov.au suggests doing is setting up a MyPost account with Australia Post, and linking your my.gov.au email inbox with it, so I did that too. In future I should be able to receive bills from a range of service suppliers such as Sydney Water, as well as other correspondence that those utilities don't normally send by email because of email's inherent security weaknesses. MyPost is a stronger email system that is linked to your regular email, so you can get notifications in your normal inbox, then log into MyPost to deal with the official correspondence when it arrives.