What I do is experiment with the object.. then if I have difficulty figuring out the process I open up the manual. Most of the time it's something simple enough, like constructing your Wii for the first time, I never open the manual but I end up storing it incase I need to resell the item.
I prefer the feeling of being naturally curious until I get frustrated when I get stuck.
Kinda like exploring. Instead of reading the map, I want to explore around first with my eyes.