Arrive on time. Feel the environment of the playhouse, and the audience as well as the play. Speak to people. Some theatre experiences may demand prior investigation on your part. Some classic works are better appreciated if you know something of the period of their authorship or subject matter.
Some plays are obscure without some idea of the intent of the playwright or the style of the piece.
We live still in a print-oriented culture. We are comfortable with linear, literary experiences. When a piece of performance seems unclear or irrational to you, it may help to put it into words in your mind. No one speaks. Their relation to each other is not made clear.