I'm lucky enough to pick them up almost automatically.
I'm not sure if it's relevant, but I've been gaming since the beginning - starting with Pong. So I learned when there often weren't instructions of any kind - you just put in a quarter and pressed the start button and stuff started happening.
However it works, I just sort of press whatever buttons make sense and move around and look at things and try things and explore the menus and such, and just sort of figure it out. The only things I generally might need to look up are terms, item effects, stats and that sort of thing.
Potentially notably too, I don't consciously remember much about games. I can broadly tell you how games I've played work, and if they're notable or I play them a lot, I might remember some stuff like some of the characters or the story or setting or whatever, but I only rarely remember any fine details.
But if I pick a game up that I played years ago, and even if I have almost no memory of it, it'll generally all come back to me quickly and easily.
I think it's one of those things like riding a bike - it's just a set of essentially automatic skills, and thinking about it too much is actually a bad thing. You just have to dive in and do it.