Once you click the "Go" button and the browser is ready to go, you will get a message at the top of your wordpress blog admin area that says "Everything is checking out alright here. Now go to the management tab to create some content!"
Important I have found that clicking on the management tab link on the right hand side leads to some issues with the Caffeinated Content plugin not remembering your credentials.
Click on the Caffeinated Content Management link on the left hand side (assuming your wordpress blog setup is similar to the image shown here).