If you've never played a violin before then you probably have nothing to compare the sound of your new violin to. Before you start your lessons it'll likely sound a bit scratchy (it might still do for the first few lessons!) but eventually you'll start to enjoy the sound of your violin.
Your teacher might recommend a few ways in which you can improve the set up (and therefore the sound) of your new violin, either straight away or over time. I usually suggest these changes to students at the beginning to make them aware of what's possible but I let them decide when their budget and schedule allows the improvements to happen.
Some violin outfits are already professionally set up before you buy them and some also come with upgraded strings. This isn't standard though so it's worth checking before you buy. Either way, it's incredibly beneficial to get your violin set up professionally and aside from just making your violin sound nicer, it might also make your violin more comfortable to play. For example, your bridge might be too tall and therefore it might be harder for you to press the strings down with your fingers. Ultimately you want your violin to sound the best it can so you know that if something isn't sounding quite right, it's definitely something you need to work on personally rather than a problem caused by your instrument.
Having your violin set up is a task you'll need to visit a professional for (it's not something you want to attempt yourself!) and no doubt your teacher will already be able to recommend someone. Prices can vary between specialist so it's worth contacting them in advance but it's often not as expensive as you expect it to be as it's a relatively quick job.
The two main things my students have looked at during a set up are:
1. Shape, Height and Position of the Bridge
Incredibly important for sound and comfort! I've never known a student with a well-known brand of violin outfit to need a bridge replacement - just a quick reshaping of the bridge that's already there to tailor it specifically to your violin.
2. Soundpost Adjustments
It always looks a bit brutal when a flat metal rod is pushed inside your violin but I promise it's harmless! When your soundpost is in the ideal place you'll know your violin is capable of making the best sound it can. Sometimes this isn't set up correctly in the factory or they can move a little over time so it's best to get it checked.
After the above, you might be ready to go! You also have the opportunity to upgrade your:
1. Strings
Violin outfits as standard don't come with the best quality strings so it is worth replacing them when your budget allows. You won't need to go to a specialist for this - often your teacher or music shop will replace them for free or for a small fee. There's so many strings to choose from and each brand creates a slightly different sound so it's best to speak to your teacher about this first. I usually recommend D'Addario Prelude violin strings as the cheapest option right through to Dominant violin strings as the most expensive.
2. Your Bow
I usually recommend a bow upgrade for the more expensive violin outfits only (£300+) and I typically only suggest it when a student hints they might upgrade to a non-outfit violin. When you start to buy outside of violin outfits then the violin, bow and case are sold separately so it makes economical sense to buy these things in stages. However, if any student is interested in upgrading their bow and has the budget to do so then I would recommend it as it can make a huge difference to your playing.