Generally speaking, if it is your first time in an instance (or you are playing a new role you are uncertain with), say so. While there is a newbie system message, if you don't speak up people will assume a) you've already looked up the fights b) your an alt c) in the case of a 24-man your in another party. If you say you are new most of the time people will give a quick rundown of fights and important mechanics.