Prerequisite: USB Debugging
You'll need this in order to install your app on your device. First, make sure you have USB debugging enabled on your device.
Check that your device has been successfully connected by running adb devices:
$ adb devices
List of devices attached
emulator-5554 offline # Google emulator
14ed2fcc device # Physical device
Seeing device in the right column means the device is connected. Android - go figure :) You must have only one device connected.
Now you can