To the OP,
My only advice to new players joining my group or others that are bringing in a new character is "Don't try to be sneaky or cocky with the party."
Case in point (one of many, actually):
Several years ago while running a v.3.0 campaign I had a new player join the group. He came up with some cool background as to why his wizard was in the hills where the party was and why he was traveling at night in the rain and spotted their campsite.
OK. Cut to that part of the game session...
ME: OK. It's late. You're tired. And the rain continues unabated. What is the plan to pass the night?
Party: We've put up our tents and built some lean-to's. So and so has the first watch followed by so-and-so, that guy, and yatti-yatti-yatta. (you get the picture)
Me with the new player in the other room: OK. You're wet and tired and you're pretty sure you've given the gnoll hunting party that were tracking you the slip. Coming over a ridge you spy a campsite up against a cliff face. There's an inviting campfire burning up against the cliff out of the rain and several tents and lean to's providing shelter from the rain. You notice a tired-looking man armed with a bow that appears to be keeping watch while his friends sleep. What do you do?
New Player: I sneak up to the campsite. I've got my crossbow loaded just in case. (several rolls to detemine his success and he creeps up behind the lean-to the PC on watch is sheltering under.)
Me: OK. You've made it up to the campsite unnoticed (said with a "why exactly are you doing this?" kind of voice). What do you want to do?
New Player: I cast a spell to distract him (ghost sound, prestidigitation or some such)
(some more rolls and now the PC on watch has heard him mumbling his spell)
Me to the player of the PC on watch: You hear a soft voice mumbling something behind your lean-to. What do you do?
Player: I walk around the lean-to with an arrow knocked and ready to fire.
(Rolled for Initiative)
Me to the new player: Apparently your trick didn't work. The man has stepped around the lean-to and has an arrow aimed at your heart, ready to fire. (To the player ready to fire) Now what?
Player: I ask, "Who are you and why are you sneaking up on our camp?
New Player: "Uh, nobody of consequence and I was just curious." Spoken in his best crafty wizard voice.
Me: OK. Now what?
Player: Right. I shoot him! (rolls and hits the wizard's pitfiful AC and deals enough damage to kill him)
Me to the new player: OK. That was fun. Do you have another character prepared?
Some of you may be saying, "Well, you're the DM. You could have prevented that by intervening". Yes, that's true, but I tend to give free reign to my players and let them and new players interact how they want so the new guy can get a feel for the game and the other players.
In this case, the new player learned that it doesn't pay to try to be sneaky with his fellow players when their characters have no reason not to stick him full of arrows.