Hi Monte,
Congrats on the new receiver! Sorry for the late response. My comments below are just to get the ball rolling.
From your questions, I'm guessing that you don't have the receiver hooked up to a TV - is that correct?
Did you not run the Audyssey set up, yet? I ask because you asked about calibrating the music. If you haven't run Audyssey, that may explain why the volume sounds low. Maybe not...but it might. When you run Audyssey, it sets the speaker levels relative to the volume setting in order to hit a reference level (I forget...75dB?) at some volume setting. I think (but forget for sure) that the setup menu with come up when you plug in the microphone. If so, you wouldn't have to try and navigate the menu to get it started.
For connecting up your blu-ray player, which model do you have? Different models have different available connections. That said, I think that HDMI is always going to be your best choice between a blu-ray player and the Onkyo.