Personally, when I go into a dungeon I don't know beforehand, I have watched a short video, I have the ffxivguild text guide on another screen, and tell everyone im new before the load barrier even comes down. I usually skip all of the cutscenes, as a compromise for people having to deal with my ineptitude.
Of course, I only run as heals or tank, so my mistakes are a lot more noticeable. I haven't tried running as a "first timer" dps character in any mmo I have ever played, so am not sure if the experience is different.
