1. What Operative System are you using?
2. Did you download the FTDI drivers explained in the checklist?
3. Did you select the API version in: Tools -> Board -> ...?
Moreover, in our case, we have to choice a speed of 9600bps if we want to see the initial program with MAC adress, temperature and battery level... If we choice 38 400bps we can't read these data... Is it normal or not? Because in you procedure you quote that "All XBees are configured to 38400 bps"...
You should put it in 38400. But you shouldn't read anything legible, excepting for the values of the sensors included inside the XBee frame (which is not legible). Anyway, can you post what you read at 38400?