It depends, I get some games right away, others can be a struggle. It's such a great feeling when a difficult one finally "clicks" though!
In general I try to take advantage of all available tools:

• Rulebooks of course, both printed and PDFs. I have about 15GB of rulebook PDFs at this point. Being able to do a text search in the rulebook can be invaluable so when a PDF is image-only with no searchable text I run it through an OCR tool like ocrmypdf to (hopefully) fix it up.
• How-to-play videos. We had a thread listing some good channels earlier.
• A good digital implementation can be extremely helpful, especially the ones that preserve the "interface" of the game like BGA and Yucata usually do. When available I always try these even if I plan to play mostly in person because it's a great way to make sure that I got the rules right. With new games I take it slow and make sure that I understand everything that happes. When I want to experiment I sometimes play hotseat with myself.
• That reminds me, playing a game against myself on the table can be very helpful too to make sure that I am solid before I try to teach it.
• Also, this might sound obvious but just unboxing and organizing the game and getting familiar with the components can give a great headstart before getting started with the rules.
• BGG forums for the game, especially the rules sub-forums. The Files section can have helpful extra material too like FAQs, teaching guides or player aids.
• A good podcast episode like the Decision Space deep dives can be helpful too or at least get me excited about learning the game.
• I sometimes make setup and rule summaries. Just writing these down can help to clear things up in my head. Wrote about this in another thread earlier today.