Re-installing Android
It depends on the device you are using. Some devices have a locked bootloader, meaning you cannot boot into a mode which allows you to overwrite the part of the persistent memory which holds the operating system image.

The steps you usually take are the following:


Flash an advanced Recovery Image
Use that recovery so you can upload an alternative Android version to your ROM


Let me clear up some of the terms:


ROM is the part that contains the operating system and cannot be written to while the device is running. You have to override it by flashing over USB or using an aforementioned Recovery Image
Recovery is an alternative mode you can boot into which enables you to create backups of your system or write to the ROM to install a different operating system


Every alternative Android version comes with tons of tutorials and help. So just search for your device model in conjunction with "cyanogenmod" or "custom ROM".

Edit:

I just saw that you have ordered a Samsung Galaxy S3, so you will have little trouble installing an alternative Android.