Depends on the game and my purpose for playing it.
When I first got into PoE, I really did thoroughly research a lot of it. I found a resource guide specifically made for people coming from Diablo 2 into PoE, a sort of “what to expect” kind of thing. I researched what Filterblade was and how to set it up. I read up on GGG’s design philosophy and why there were so many systems piled on top of each other. I learned how to set up Path of Building (the community fork, no less). I familiarized myself with the trading process.
And I did all of that, because I was at a point in time where I didn’t like Diablo 3 all that much, but D2:R wasn’t a thing yet. And I wanted a “serious” ARPG where I could really “delve” (to turn a phrase) into it.
Contrast that to the Zero Escape series which I went into completely blind, along side Danganronpa and The Operator and Heavy Rain. Those are more akin to “Visual Novel” type experiences and I absolutely refrain from researching those kinds of things, much the same way I try and stay off the internet when a movie I want to see is due to come out, for much the same reasons; spoilers are the anathema to that kind of experience.
Elden Ring, I initially tried a “hybrid” approach where I’d try to go as far as I could blindly, and only look up some specific strategies for the specific points where I got stuck, but… I’m going to be honest, I suck at that game so it really just wound up being me looking things up constantly, lol
Most RPG’s I try to play blindly at least once, though I disdain “perma-missables” if the core experience is expected to take over 10 hours. I work 50 hours per week and don’t want something to disrespect my limited free time that badly. So basically, if it’s an “old school” JRPG like FF’s prior to 12, I’m doing very basic “are there permanent missables” research. Wouldn’t count as “thorough” I suppose.
For D3? I still do research. I can’t be arsed to remember which of the 20-some-odd seasons is going on at any given time! So I check out Maxroll, which is also where I get my build inspirations from. If I still played D4 even remotely seriously I’d be doing the same there as well, but we’re going through a rough patch, she and I. Such high maintenance! She wants constant fiscal affirmation of my love, basically every year! I don’t think it’s going to work out long term…
But mainly, as I keep saying, I know I’m needlessly sarcastic sometimes most of the time but I was born in the most Orwellian year of all time; I harken from an era where we literally DID walk to school, in the snow, both ways (though mine wasn’t on a hill). When we needed intel, we hoofed it to a library and blew the dust off arcane tomes, like wizards. In fact, you had to learn a secret code just to find the correct portion of the correct shelf! Look it up, it was called Dewey Decimal.
When I come across something I don’t know about, and I want to learn more? I ask questions. And I don’t do so because I’m looking for something to blame. I’m trying to reduce my own ignorance by a small percentage, not lambast “the man” for keeping me down.
It’s the 'tude I thought was rude from the OP, and thus I responded in kind. I guess if you live long enough, you see yourself become the villain, eh?
So to make a short story long, I research some games, but not all of them, and not necessarily “thoroughly.”