It can be pretty intimidating: a blank grid, an unfamiliar setter in an unfamiliar newspaper, the clues make no sense. No wonder most solvers never graduate from concise to cryptic.
These are my tips for approaching an empty puzzle:
1. Always look at the long ones first. For reasons to do with grid composition, the setter will have written these first, so they will often be the cleverest or most amusing clues. If you get it straight away - you will have plenty of crossing letters to work with. If there is a theme to the puzzle, then the long answers will usually be involved.
2. Look at clues made up of multiple words. This should be indicated in brackets (6,2,7). Think what the small words are likely to be to get a sense of the likely rhythm of the phrase. The most common two letter words are the prepositions: 'of', 'on', 'in', etc. The most common three letter words are 'the', 'and' and 'for'.
3. Try to spot any anagram or acronym indicators. Anything that is 'jiggled' or 'reshaped' or 'off' or 'out' is probably an anagram. Any clue looking for 'heads', 'leads', 'starts' or telling you to look at words 'initially' or 'for starters' could be indicating an acronym.
4. Any clue containing the Setter's pseudonym often has I or ME forming part of its solution. The word 'setter' itself also has this connotation, though watch out - it can also denote a dog or even the sun!
5. Ask for help. I bet the bartender in your local knows his way around a cryptic clue. Especially if he has to do the Tuesday daytime shift.