Beam me up.
I'm willing to bet that a lot of people picking up a New 3DS XL are new to the 3DS (don't forget to buy a charger!), but if you're picking it up as an upgrade from an existing system, you're going to have to transfer your downloaded games and save data, which is slightly more complicated than intuitive.
Nintendo made a video that clearly explains how to complete the task using a PC, but in case you'd rather refer to text, we've got a quick and easy guide below that shows you how to transition to your New 3DS XL as soon as possible. Make sure you've got a #0 Phillips screwdriver ready as you'll need it to remove the backplate on your New 3DS XL during the process.
Complete the initial setup on the New 3DS, but do not create a Nintendo ID. It will be transferred from your old 3DS during the system transfer process.
Go into System Settings, then Other Settings, and select System Transfer on both systems.
Select transfer from a system in the 3DS family on both systems.
Select "send from this system" on the old 3DS, and "receive from Nintendo 3DS" on your New 3DS XL.
The two systems will search for one another over a short-range wireless connection. Select the transfer target on your old 3DS. The target system should be labelled with the name you assigned to your New 3DS XL.
Confirm that you are OK to transfer the data, thus removing your personal data from the old 3DS, and initiate the transfer.
Choose "Delete" on the New 3DS XL when it asks if you want to overwrite the data on the New 3DS XL's microSD card.
When your New 3DS XL asks if you've used any other microSD cards in your system, select "No"
Confirm whether the SD card in the old 3DS is the standard size or a microSD card.
Your old 3DS will then ask how you wish to transfer your data to the New 3DS XL. "Wireless Transfer" will only transfer your personal information to the New 3DS XL.
To transfer data from your old SD card to your new microSD card, select "PC-Based transfer." Your 3DS system will then begin to transfer data from the system memory to your New 3DS XL, which can take anywhere from five to ten minutes.
Once the transfer is complete, shut down both systems. Remove the SD card from your old 3DS and copy the data to you computer.
Take a #0 Phillips screwdriver and unscrew the two screws on the underside of your New 3DS XL. Carefully remove the backplate to access the microSD card. Note: Removing the panel can be difficult due to the fact that the screws don't come all the way out of the plate and are liable to catch. Listen for the tiny "click" sound that indicated the screw is appropriately undone.
Connect the microSD from your New 3DS XL, to your PC, and copy over the data that was previously stored on your old 3DS's SD card.
Once your data is finished copying to the microSD card, reinstall the microSD card into your New 3DS XL and reattach the backplate.
That's it! You can begin to use your New 3DS XL with all of your previous data intact.