Integrate Yourself!
There's some people that manage to completely skip over the "confused newbie" phase. This is how they do it in X easy steps. Feel free to add your own steps, if you think I missed something!
- Jump right in. Trust me here. If you dive in like you've always been there, people will figure you've either always been there, you belong right where you are, or that you're quick on the uptake.
- Ask for help politely. If you seem eager to do, and look up stuff, and just ask for a quick walkthrough on the parts you don't "get", usually people can point you in the right direction. I played Wild Goose Chase to make my puppet, but I got what I needed by asking around randomly among friends.
- Don't be clingy. You can have people you prefer to play with, but chances are, your average longtime player has a lot of people they hang out with. Give it a little time, and they will have time to hang out with you again!
- Hang out with bored people. Then give them something to do. Mine was: "Oh, no! I have no memory, nor any way to retain one!" Things developed from there. Rapidly.
- Poke the buttons. If your character is bored, your character will (as my old D&D GM coined) "Turn the Halfling Rogue invisible". Which our mage did. That was quite the haul, I tell you. In other words, if you're feeling bored and playful, then do something you know will result in mayhem. If nothing else, it will be interesting.
- Do something wild. What'll it do, kill you? Unless you're a single-lifer (in doubt), there's nothing that can do real harm to you unless you want it to.
- Disbelieve the norm. A wonderful scene, even if ultimately heartbreaking, can come out of trying to hug a porcupine because you figure the spines aren't really that sharp. Go hit on the person nobody likes. You may surprise everybody.