Sometimes there are actual party games like Mafia, Roll to Dodge, or other games more about the players. Usually, the games that are most common now are what most call quests.
It's simply one or more people submitting actions for their player character to go about doing.
In my experience, joining long series ones is difficult if you haven't followed along, but not impossible. With them and shorter ones, I'm sure you can simply ask to jump in and play along.
If something ends up confusing or you feel like you don't know something, you can probably ask for details and have what's important recapped to you.
There's been very few games where it's specifically not welcome to newer players, after all.