No Sound Through the Speakers
First, make sure tracks are playing on both CDJs. If you still don't hear anything through the speakers, work through these steps in order:
Check the speakers are powered on — look for the LED light on the front of each one. There's a power switch on the back of the speaker itself, and another at the wall socket.
Check the channel dials on the DJM. Each channel has a mode selector at the top — set it to LINE if you're using a USB stick, or A/B (matching whichever port your laptop's third USB cable is plugged into) if you're using a laptop. Leeds location only: set all dials to DIGITAL instead.
Check the CDJs are routed into the Line In ports on the back of the DJM — you should see a red and white RCA cable running from each CDJ's Audio Out to the DJM's Line In. Leeds location only: instead, check for two single RCA pins from each CDJ connected to the DIGITAL inputs at the bottom right of the DJM (e.g. DIGITAL CH1 and DIGITAL CH2).
Hearing Distortion
Turn down the TRIM knob on each channel until the LED stays green rather than red. If that leaves the volume too low, turn up the MASTER volume knob instead — it's just to the right of channel 4.
If you're playing from a laptop through Serato, Rekordbox, or Traktor, distortion is usually caused by the software's master output being too loud. Find the master volume control in your software (in Traktor, it's at the top of the window) and turn it down until the distortion clears. Then double-check the DJM's TRIM and MASTER knobs are both showing green, not red.