I like to learn the rules first.  If the setting is pervasive enough to require special rules, then I want a brief description, otherwise, just the facts.
 
Like Wombat, I judge based on character creation.  That's my first goal, create a character.  I don't plan on playing the character, but creating one helps me understand what's happening.  Sometimes, I don't even write the character down, tracking numbers in my head, but the process is still there.