You should, if nothing else, ensure that you are fully updated to the newest version of BLS-2015, by choosing "Check for updates" from the Help menu. You should also post version number in use with your question.
Starting a league requires considerable preparation that cannot adequately be accomplished in short order (however, BLS-2015 can streamline many operations and that is why so many secretaries use it).
At this point, given that since you didn't indicate it, I can only presume that you are literally at “square one”. My first suggestion thus will be to read through the manual (not cover-to-cover, but at least the chapters dealing with setting up a league for the first time). If you are using a download-only installation (that is, you are not having a CD and manual shipped, or that you have downloaded but have not yet received), you can read this manual using Acrobat Reader. Under the Help menu, the item "Program Menu" is not far from the top.
Within the manual, the Table of Contents is itself quite easy to read and just a look at those things for some insight. A good read would be chapter 4, and then go through chapter 9 as it will talk you through some information that you will necessarily gather so that you will know what information that BLS will need in order to function as your league's rules call for, and how to enter it in BLS-2015.
We wish you well! I am not a CDE employee or programmer, or even a representative, just someone who himself is also a league secretary and I'm in my 13th season as a secretary (and CDE customer/BLS user). Some others that may reply to support questions have themselves used this software longer still.
If as you go through gathering information and attempting to enter into BLS-2015, you run into any issues, and can't find the appropriate help in the manual (in Acrobat Reader, try hitting CTRL-F to Find a word in the manual), by all means post such a question here. There are many people here who want you to succeed!
Always check, download, and install the most recent update of your software to ensure that issues may have been corrected.