Hmm... that's a problem... I'll just go with my top four.
Dead Space: Swear, quickly find some sort of mining equipment, find a room that won't be broken into, lock the door and spend the next hour or two figuring out how to use it then leave the room and pray that the first thing I meet doesn't try to rip my head off.
Mass Effect: If in Omega... sign up for the Archangel hunting, hang about near the transport after getting a sniper rifle, meet up with Shepard and convince him/her to let me help them then, on several occasions, see if I can't out-snipe Garrus. If anywhere else, try to make a living and not die.
Hellgate London: Start by helping out a station with anything they need, try to work my way up to demon hunting then become legendary due to my skill with a sniper rifle (Already know the basics so the advanced stuff will either come from time or Marksman that are passing through the area).
EVE Online: First, play it safe and then when I get the resources, start up my own PMC.