Now, TF2 is an old game, Almost four years in the running, this game has continued to gain a larger and larger fanbase, in part due to the constant updates that Valve puts out. From new weapons to community-inspired class balances to new maps, the Valve staff keeps the game fresh and interesting.
Having said that, it is still ANNOYING having to play a map for the first time.
The nature of TF2 suits itself to complex, windy maps, with several possible attacking or defending routes. Thus, when one first plays a map, it's incredibly easy to get lost, or to be destroyed by players who have more experience on that map. Thus, here are some hints for those situations where you don't have a good knowledge of how the map works:
First: Follow the wall signs! They're there for a reason, and they're usually very helpful. If anything, they'll point you straight to the objective, so you'll (blindly) help your team.
Second: Stick with large groups of people. While it's typical for a few people to get lost in the map, it's rare for 8-9 to get lost at once. Sticking together not only ensures that you'll reach the objective, it also safeguards you against surprises that you may not see coming, like pyro hiding places, or sentry locations.
Third: Play as a well-rounded class. Some people like to main engineer or spy; however, these classes are best suited to a map that is well known, so the player can take advantage of the terrain. On a new map, the lack of knowledge is a huge detriment, and oftentimes makes these classes unplayable. Playing as a soldier or medic allows one to approach new situations and terrain from situation well-equipped to dealing with surprises, be they a sniper down a hallway or a sudden cliff that requires rocket jumping.
Fourth: Pay attention to where you die! Most of your deaths will come in locations that give the attacker some sort of landscape advantage, i.e. they are higher up than you, or have more cover. Paying attention to where you die allows you to use these spots against your enemy the next time around.
Hope this helps, especially with the recent release of three new maps!