On my first day, I spent some time reading through and signing a few more piles of papers 
Then a QA guy stopped by and helped me install the current version of our tools and the game, which we played together for a while. I remember it crashing a lot 
Then we went on a lunch. Our leads always take newcomers for the lunch, together with whoever can go from their team.
Soon I got links to plenty of documentation (coding standards, some technical designs, Perforce training, plans, ...) and started chewing through that (that spanned over a few days). Some standard work-place stuff like fire safety, first-aid, etc. over the next few days and weeks.
The first task came formulated pretty precisely already during the first week -- I started developing a simpler XML format for our human-readable resources together with a slight refactor of the binary formats, that made me look into everything -- our tool pipelines, editor, game...
All the time, there've been seniors sitting besides me whom I could ask anything and they'd always help.
The deadlines weren't very stressful, the lead always helped with planning and estimates.
The thing of utmost importance is open communication in the sense that your lead and your colleagues dependent on you must have a good idea of how you're doing. You must ask for help, you must provide help to others. It'd say, ultimately, it doesn't matter if you finish a task in a week or two, but that your estimate is good (juniors can't estimate anything, initially, though), so that others can depend on you and in case you're slipping, the production is aware and the situation can be contained.
Sit back, listen, observe, make notes, constantly ask, try to actually sit straight so you don't fokk up your back as MOST of us have (if you have a position-able desk, use it sometimes to stand), eat regularly, sleep regularly, engage in sports with your colleagues if possible, organise some beers or outside activities and always keep everyone in a well-informed state (but don't overwhelm anyone with things they don't need to know).
