For me, it’s a combination of “just jump in and wing it” and building on top of working knowledge from previous similar games. But I’m very much a “learning while doing” person, so if I tried to research how to play a game first, it’s not like the knowledge would sink in. I build up a working knowledge by jumping in and trying stuff out, and a lot of knowledge has at least some cross-compatibility between games of the same genre, even if the game mechanics are a bit different. As I play a lot of games with my partner, we’re often both learning a new game at the same time, and you’d be amazed how often we’ll have a conversation that can be summarised as “I’ve discovered how to do X. It’s like Y from game Z, except you do A instead of B.”
When the game allows for it, I always play on the easiest difficulty setting while I’m learning, as that makes the game more forgiving of mistakes. There’s no shame in playing on easy mode, even for serious gamers. :)