What do you do if a new Mac book is asking you for migration assistant if you’ve never had a Mac book

You can either quit Migration Assistant as mentioned above, or you can choose to migrate from Windows, if you were using that previously: Transfer from PC to Mac with Migration Assistant - Apple Support

Here is some related info on MacBook Air: Welcome to MacBook Air Essentials - Apple Support

You just select Quit on the bottom if you have no need for Migration Assistant. Your device will be set up with no data transferred from a previous device, since you do not have one.