New "expert" dungeons I'll go into blind, as they're never particularly difficult anyway, and can be a laugh going in with buds all for the first time.
New coil turns though... not so much, typically last about 10 seconds before something wipes you all, so I'll always read a guide or watch a video. For me though, I learn quickest by doing both - I'll watch a video, then try my have (and wipe), then watch video again, then try again (and wipe again) and so on until I get there. Videos help but you still need to actually go in and try it for yourself