The biggest mistake everyone makes is that they watch videos about how to play first.
I'd say that's fine for action games, fighting games, and maybe shmups. These genres have a habit of hiding, neglecting to explain, or poorly explaining their central mechanics—e.g. Dodge Offset in Bayonetta, Wonder Liner in The Wonderful 101, or literally any mechanic in fucking Hellsinker 😂
And older, mechanically dense fighting games like Guilty Gear Plus R literally do not have a tutorial. You'd be completely lost without a wiki or guide of some kind.