Should I go to a club, a resort, or a cruise first?

Most newcomers do best at a local off-premise club night first — lowest financial commitment, easy to leave, no expectation to play. Once you've been to two or three club nights you have a sense of the scene. Adult resorts (Desire, Hedonism) are a great second step: a real vacation with the lifestyle as one component. Lifestyle cruises are the deepest immersion and the largest commitment — save them for once you're sure the format suits you. The quick rule: club night → resort week → cruise.