I usually watch a video after reading the rules and trying to play for a little bit. It usually helps cover the gaps in understanding or areas that I’ve misinterpreted the rules, while also allowing myself to become familiar enough with the game that I don’t get lost.
I'm usually the one teaching new games, so I have to learn them thoroughly beforehand. I do all of the above. I will watch a video first to get a good idea of the flow of the game. I really like Watch It Played. He does a great job of explaining the rules without being to wordy and in the weeds. Then I will read the manual and play things out so I can really see how things work. This way I can get all specific rules that may be glossed over in the video.