I try to learn the lay of the land and the culture first. I firmly believe that you cannot effectively participate in a game without fully knowing and understanding the rules.
I then find someone that I know from a past experience. I then find a mentor (often it's the same person.). I shadow them, confide in them, and see what good examples they are setting.
I proceed to be myself, keep a positive attitude, try my best and show why I am there. I have found that properly communicating with others and having that understanding goes a long way towards building good relationships.
I have used this simple template many times to help me adjust to new situations. I'm confident it can help someone else also.