The wobble controller needs to be fixed to a surface - I'm usually using double-sided tape or clamps. The controller is directional, I'd suggest setting up the game and switching it on to see where 'forward' is before fixing the controller to a surface.
Make sure to put no tension on the wires that run into the spring - they should be able to retract and come out of the base freely. When the spring is bent, they need to be able to move in a bit.
The LED strip has two connections. Depending on the specific copy of Line Wobbler, there might be relatively thin wires, make sure not to break them!
The power supply should be set up to 110v already if you're based in the USA.
Make sure to connect the wobble controller and the two LED strip connectors before switching on power.
When the power is switched on, the wobble controller will calibrate, make sure it's upright and still for a second or two. If the green dot starts creeping in a direction, just switch it off and on again.
The included speaker is fairly simple, feel free to connect a better one, there's a 3.5mm jack on the board.
There's a small touch button on the board, it's currently set up to reset the game to the first level. It will also reset after a short period of inactivity.