If you're trying to navigate a new board game, you'd be happy to know that there are many approaches you can employ to learn efficiently and effectively. Some people play for the fun while others play to win. Either way, you can't really enjoy a board game without knowing how things work. And no one likes losing 10 games in a row.
So, perhaps it's high time you save yourself the tears and annoyance for a change.

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Now's when you stop wasting time and follow our steps on how to best learn new board games!
Let's get right into it.
1. YouTube How to Play Videos
Watching how to play videos on YouTube is one of the best ways to learn a new board game. Think about it logically. Why go by the trial and error way (which might take you days to learn, by the way) when an expert on YouTube can teach you by way of a short video with the game's rules all condensed into a couple of minutes? All you need to do is input "how to play (board game of choice)" into YouTube's search bar. We guarantee that 9 out of 10 times, you'll happen across a quality tutorial on how to play the board game you're seeking to learn.

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2. Learn From a Good Player
If you have someone in your circle who's familiar with the game already, why not benefit from their smarts? It'd be like having a live tutorial right there in your living room. But, if no one from your group knows the game as such, it'd be best to pick out the fastest learner and leave it up to them to learn and teach the less-sharper folk. The point is that people learn faster (mostly) when someone familiar is in charge of teaching.
3. Read the Rulebook
This one might seem like a no-brainer but, you know you're guilty of tossing aside every other rulebook because "reading is boring." So, it's recommended that you read through it once when you open the box, once before playing a new game, and then step by step to better absorb the gist of it. You could even combine this with the aforementioned tip by assigning the job of reading and learning to a fast learner and having them work their smarts on the rest of the players.

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One Last Thought
It would be best to leave the first couple of games as practice rounds, i.e., not getting frustrated when someone messes up or makes a mistake. Even after learning the rules thoroughly, it takes a little practice to get things right. Keep your rulebook or tutorial handy during this time as well to help you out if/when you get stuck.
Good luck and happy playing!