This isn't necessary, but before playing Sun and Moon, you may wish to download and complete the Pokemon Sun and Moon Special Demo , available for free from the Nintendo eShop, if you haven't done so already.
Now that you've got the full game, you don't need to experience the demo. However, by completing the demo, you can transfer the exclusive Ash-Greninja to your full game, as well as a variety of useful items, depending on your demo progress.
The items from the demo are somewhat handy early on, when items and money are scarce, but the main draw is Ash-Greninja, who--at the time of writing--cannot be obtained via other means. Thus making it an interesting novelty at the very least.
This version of Greninja has the "Battle Bond" ability, which transforms it into its stronger Ash-Greninja form after defeating one Pokemon. Normal Greninja have the Torrent or Protean abilities and it's not possible for them to acquire Battle Bond.
You can transfer Ash-Greninja or any of the items you've unlocked by speaking to Professor Kukui in the Pokemon Centre. Be sure to have Sun or Moon (with a save file where progress has been made) accessible on the same 2DS/3DS as the Special Demo.
Proving your Worth
Because Ash-Greninja belongs to Ash and not you, it follows the same behaviour as other Pokemon acquired through trades--this means it won't obey your command until you've conquered the second grand trial, after which all Pokemon Level 50 or lower will obey you.