Casinos are always looking for new games to add to their existing inventory and to replace ones that aren't earning enough money. New games are introduced all of the time while old ones are phased out.
Every game, whether it's a table game, a variation of blackjack, a new slot machine or a video poker game has a correct strategy to reduce the house edge as much as possible. The online casinos know this and many players know this, even if most of them don't always use the optimum strategy. The problem for those of us that want to play the best strategy for every game we play is that new games require development of new strategies.

General New Casino Advice:
The most important advice you can follow before playing any new casino game is to make sure you completely understand the rules and how the game is played. This is good advice for any casino game whether it is new or not, but never play a game unless you completely understand it.
Slot machines
Slot machines usually don't have much of a strategy. You need to make sure you are playing enough coins or lines to be eligible for the top prizes, but most machines don't have any limitations. I always try to play with a small enough coin denomination that I can activate all of the pay lines. Even if I have to pay a penny per line I don't want to miss a big combination because I didn't have the pay line activated.
Video Poker
Rarely are new video poker games introduced that can compete with the popularity and low house edge of Deuces Wild or Jacks or Better, but that doesn't mean you shouldn't keep an eye out for the latest and best offerings.
If you know the best strategy for a similar game you can use it to help you play a new video poker game. For example, if you know the best strategy for Jacks or Better you can use it to play Tens or Better (even though it isn't a new game) and you can probably use it when someone introduces Queens or Better. When you play new video poker games that have wild cards you can often use Deuces Wild strategy to make playing decisions.

Table Games
Many times you can play close to optimum strategy on new table games by using common sense. Some games are easier to do this with than others, but just making a few minor mistakes in a single playing session usually won't cost you too much in the way of expected return. Consider blackjack basic strategy and how the dealer plays her hand. The dealer rules aren't the best basic strategy but if you had never played before it will keep you from making any terrible mistakes that will kill you in a short playing session.
Side Bets
More and more casino games have side bets. It seems that every new game has at least one side bet available, and some have multiple options for online betting. As a general rule side bets tend to be poor wagers. They usually have higher house edges than the main games they are attached to.
Conclusion
Don't let the fact that you don't know the best strategy keep you from checking out a new casino game. Use the tips above to give yourself the best chance and don't play with more money than you're prepared to lose. Once you understand how a new game is played there's no reason to wait to try it out. Just use your common sense, what you already know and smart bankroll management.