I just start using the new gear! Of course in this most recent case for me, everything was new, unlike in the past when I would, say, buy a new body or a new lens and already have the other gear. This time it's been a learning curve with both camera body and lenses simultaneously. As Molly has mentioned, I know when something isn't right, either with the camera body or the lens. Especially in the beginning with new gear I also realize that there is likely to be user error or some fumbling around with, "now how do I --??" until I am totally accustomed to it. It helps with mirrorless having the EVF as one can see immediately what the scene will look like in terms of exposure values, etc. In the past I can recall shooting something, then chimping (or worse, waiting until I got home to look at anything) and realizing that oops, I'd used the wrong exposure values! It's helpful when making adjustments with the camera held at one's eye to see what's happening immediately, but also helps establish "muscle memory" about the buttons and dials as well.
With the new gear, since I already had other Sony gear in the past, although not a full-frame mirrorless body before, I at least had some familiarity with how things should work and the often-complained-about setup menu wasn't too bad to get through, either. That said, I don't always set up a lot of custom functions with some buttons, the way others might choose to do.
With a lens, if I'm looking at the results in the computer and something doesn't seem right on a consistent basis, if there is an issue with back-focusing or front-focusing, for example, I'd spot that pretty quickly after the first few uses of the camera and lens. I've been fortunate in both my Nikon gear and now my Sony gear that I have not had issues. I buy from local retailers so that if there are problems it is easy enough to get in the car and take the problematic item back to the store to discuss the issue and to resolve it in whatever way might be feasible. So far I haven't had to do that!
I like to learn by trial-and-error. What happens when I do this? When I turn that dial? Is it more effective to use this particular setting or that one? I can easily spend an hour or more "working" the subject, trying different settings, different perspectives, etc. I also usually look online for information about a particular camera body or lens both before and after purchase. That can be useful, especially if I have a question or concern about something. Some people like to go to the store and have the sales personnel set things up for them. When I was buying my gear there was a man in there with his apparently brand-new camera and he was befuddled by some of the settings (I think it may have been his first digital camera), so one of the salespeople was patiently guiding him through the process, showing him or actually doing it for him. That would not work for me!
I'm not a fan of the pixel-peeping shots-of-a-brick-wall kind of scenario. I use the camera and lenses in the way I normally would, shoot the kinds of things I like to shoot and that seems to work just fine for me.