How do I set up my samsung galaxy 5 with GPS so I can go geocaching?

The first thing you will want is a caching app. If your phone is going to be your primary caching tool, you might want to look at Groundspeak's paid app (I think it's about $10) . If you are only "testing the waters" of geocaching, try c:geo - it's free and works reasonably well. I use it in my Android OS phone as a back up to my "real" GPS.