ATV2 on 6.2 (6698.99.50.31) NOT jailbroken before

I’m trining to understand how to do with my atv2 6.2 (6698.99.50.31) which It’s NOT jailbroken before.
When I reset the decive it prompts, as per today 2016-02-21, that there is a new version of the software and if I want to upgrade it. Should I go for it?
I’ve read a lot of threads here and it’s a bit confusing to understand if I should go or no go for the 6.2.1 official upgrade first before I start the tethered jailbreaking process. But as I can see there is no other way? or there is?
Please advice.

Anybody that can point in the right direction?