"Network isnt setup"

I have one coax cable connection and one network cable

Ok, that is a cable modem. Meaning that device converts the cable signal to a network cable connection with a public IP address.

For testing what you can do is to unplug the power to the cable modem and turn off the xbox.

Then plug the network cable from the Xbox into the network cable port on the back of the modem and turn the modem back on.

After all the lights are up on the modem, then turn on the Xbox and go to the Network Settings on the xbox.

It may take a minute for the cable modem to give the Xbox an IP address but you should see a different IP address than these types below -

- 10.x.x.x

- 172.x.x.x

- 192.x.x.x

All of these IP addresses are what a router would hand out.

Your IP address should be different then those I just posted when the Xbox is connected directly to your cable modem

- Don't post your IP Address here -

If you get an IP address of 169.x.x.x then that means the Xbox is not getting an IP address of any type. And you might see that initially when connecting your Xbox to your cable modem.

Sometimes it takes a minute for the cable modem to pass that public IP address through to the Xbox

I dont know if i have a second router or if its a gateway

I want to clarify that my connection is wired

I dont know if i have a second router or if its a gateway

Good point! A gateway is basically a modem and router together.

is it a little box looking thing

A cable modem will have one coax cable connection and one network cable connection

A gateway will have one coax cable connection and 4 network cable connections

Here is a Link that can help you troubleshoot the issue.

Xbox one Network connection help

I hope this helps.