Generally, Game Masters spend a fair bit of time on preparing for games while a player's preparation for game generally revolves around snack purchases and leveling up their character sheet. This is the custom but it's not always a good idea. A little preparation can bring your play skill up from good to excellent and boost most games from fun to fantastic.
Now, I'm not saying that there's no place for plug-and-play gaming where you do little to no preparation. In casual gaming, where the Game Master spends very little time in preparation, is also not really the place for anyone to spend time outside of the games thinking of the game. Even in more complicated games with detailed game worlds, you can certainly get away with a good game that you only think about while you're there. Hey, some Game Masters run just fine by the skin of their teeth. Or they just simply prefer it. The same can be said for players.
But hear me out.
If you're playing a game with a supportive Game Master, you'll get more mileage out of your game with a little preparation. This could involve (articles to come):
Creating compelling characters,
Goal lists so your character has adequate motivation and things to do,
Writing and reviewing the clues and leads you had from the last session,
Writing up plans and then running the ideas past other player characters,
Research your character concept and skills (for example, researching about WWII for your newly Embraced vampire or about how a police officer's day works out),
Learning the rules beyond what's on your sheet,
Knowing your canon (where it applies).
Knowing yourself, what you want, what you enjoy, and what you dislike so you can communicate that to the Game Master.
As a player, I've found I get the best out of games when I actually put a little bit of preparation into it or out-of-game details. In the Camarilla LARP, I created a forum based around a play house and sold trivial boons for access to it. I also went around recording all the information I could find out about them in a document. These things really helped in my experience - especially compared to the times when I didn't use them. These tricks have also helped in the solo Demon game I'm playing which has a strong political and investigative element so it doesn't have a LARP-only benefit.
The truth is that in most situations, with most Game Masters, a little preparation - even ten minutes before a session - can make a lot of difference. Look to the series of articles to come.