I would like to add that you should stop, don't advance even if the rest of the party takes off without you, and speak up immediately.

I got caught up in the rush my first time in AK and didn't mention anything. I figured "What's the harm? I can deal with the trash and then just ask when they pause at the first boss." Then they went straight into the boss without a pause, and I was healing up a storm with no time to type. And it continued that way, up to the Demon Wall and beyond.

Demon Wall, though, is no joke. I hadn't even been through WP and here I was not even noticing the pit, getting caught by lines regularly because I didn't know the pattern, and even when I did figure out what to do, my shining Job AF1 couldn't get me through the murder hole. I was pretty stressed out because of all the cursing I was taking, because I knew it was my fault, but I still couldn't find the time to type. Sheer luck (and a change of DD) brought the wall down, and the party finally found out I was there for the first time when I got the map achievement. One boss explanation later, and the boss died in 1.

My first time in WP (joining a group in progress no less) I made sure to say it was my first time, and I got a great explanation.

Always mention that it's your first.