Got a Blue Ray DVD player for Christmas !!!?

Son - In - Law hooked it up for me, using the HDMI cable. But, the video it puts out looks no better than regular television broadcast. I was expecting some thing spectacular, and did not get that. So, is the Blue Ray plug and play, or do I have adjustments I need to do ? And they gave me Blue Ray format movies to go with it, so I know it's not the CD's .

The DVD player is made buy Insignia. If that helps . Thanks !