- Look at box. 
-Read box
-Start game (after long install if needed)
-Watch opening movie (if applicable)
-Check Options
-If good game, enable Japanese audio with English subtitles
-If not a good game, go on the internet and complain
-Start new game
-If game has character creator, either make character that looks like me or Grimmjow Jeagerjaquez from Bleach. Don't ask why.
-If game has selectable, but established, MC, never pick the girl (*cue Tales of Xillia flashbacks*)
-Learn tutorial
-Profit

In-game...I like to get everything I can out of it, so I'll usually take whatever route the game doesn't want me to take. I'll go left in side-scrollers, into side areas in dungeon crawlers, etc. I hate games that end abruptly, or throw bosses at you without warning, since I like to explore so much. Ideally the game will say something like "there's no turning back beyond this point"...so I know exactly where not to go until I did literally everything else.

I always go to the options first for whatever reason lol.