i might be a bit late with this but here it goes.
first of all it all starts with both the players and the FM. as a player you should have basic knowledge of the game and know your character (!).
even though some are perfectly good GM/FM/*M's, those same players SUCK at being a players just BECAUSE they are *M's. They want to compare and they should never do that.
As a player 1 should know a couple of things:
1) Who am i and what do i want
2) how did i get here
3) most importantly what can i do, what are my skills (stat wise and role play wise)
4) just enjoy the story and play your character.. don't try to change up things or simply say. well thats a stupid mechanic..
the FM should know what its party is. TTB is a narrative oriented system and is in my opinion heavily player biased in combat. (i had a guy create an invested character with av7 in heavy melee with a greatsword that deals... 3/5/7? damage or so session 0)
Comparing D&D with TTB..... is like comparing apples with a frigging steak. its both food, but there completely different in taste, texture and food group!
I had 1 guy kicked out of my campaign after 12 sessions.. because he kept on moaning about the system. he could not get his head arround that he could not roll dice, that in D&D there was this mechanic. and that he thought it was BS to switch between "classes". as stated by many above. its a different kind of game.
The mechanics are hard to grasp IF you are stuck with D20-D100 system in your head and think every RPG is a dungeon crawler or combat oriented game.
+ 1 extra FM thing. IF somehow you as a GM screw up BIG time, and make a fight WAY to hard. give them an extra nudge. Malifaux is world filled with Magic and monsters/creatures. if you made it to hard. Do a bit of a divine intervention and let a random NPC/Creature/spirit/.... apear to help them. something that works with the story of 1 of your players