The general experience is probably that people stumble along until they run into someone nice enough to share things with them, show them around or even just hand out a list of landmarks of places to visit

.
The Shelter would be one of the places new residents get referred to if they run into someone (unwilling, or unable due to time) who can't personally help them out but can at least offer some advice on how to proceed.
Most of the people I know, after they've wandered around for a bit, will look to settle down somewhere, if only for a private spot to change, or to take a friend for a conversation. Some end up buying land, others simply rent.
If they're not willing or able to buy L$ then a lot of time is spent event-hopping to pay for things like rent, furniture, clothes, etc.
Interest in building comes a lot further down the line (my experience and from what I can tell from the people I know, everyone is different

) and mostly starts with a desire to modify things they've bought already, expanding to an "well if I can modify this into what I want, maybe I can just make it from scratch too".
All that said, every individual experience is probably going to vary wildly depending on how soon (or if at all) they decided to spend money on L$, whether they choose to rent or not, build, find work, where they spend most of their time in-world.
I can only speak for myself, but I found that I started to enjoy SL a whole lot more, at the point when I got to know more older residents, rather than just people who joined around the same date that I did.