IF you bought a new one in the box (there are some ebay vendors that sell them) it will be a plug and play pure and simple. If you purchased a take out you will need to have the theft lock disabled so it will be recognized by your vehicle.
You will also need the separate GPS antenna. The XM and OnStar antennas have nothing to do with the NAV radio. And lastly you will need the DVD to make it work.
I installed one in my 05 YXL Denali and I love it!
Good luck