Ledger Nano X is improved version of Ledger Nano S. The X version was released in 2019 with many added features for simplicity reasons, that is this version is more easier to use than the one existing before it.
You can buy it from Ledger store or Amazon, buying it elsewhere apart from this two sources is not advisable. The new one must be in a box sealed in both ends and the pack must contain the following, the wallet, one micro USB cable, lanyard for wearing the device around neck, one key chain, one keyring and a sheet where you are going to write your recovery phrase.
To set it up just use Bluetooth or cable to connect to your device either computer or mobile device, download the Ledger manager application and follow the instructions. Do not forget to set up your pin and write down your 24 words d seed phrase. The pin will protect the wallet from being access by any unauthorized person, because the face will wipe off after 3 incorrect pin
To add new coin just go to manager and add coin of your choice, however you will need to download the application for that coin. This version is more bigger than S version and also come with 2 buttons. The customer support service for this product is superb.
Since it is hardware wallet the security lies on the hands of the user to keep the hardware very well and to secure the password, pin and the seed phrase.