There's no such thing as a dumb question. All right, that's a lie, but the dumbest thing you can do on your first day is to screw up an assignment because you didn't fully understand the directions [source: Sahadi].
If your boss puts you on a task, try to get all of the details straight during that first meeting. You won't look stupid -- just attentive and thorough. If you're in the middle of the assignment and something still doesn't make sense, pop your head in the office and clear it up. Again, you look sincere, not slow. If you pop your head in every five minutes, though, you'll get annoying. Get it down as quickly as possible.
Here's a question that's music to a manager's ears: "Can I help you with anything?" If you suddenly find yourself without work on that first day, don't start updating your Facebook page. Actively seek out something helpful to do, either for your boss or your co-workers. You might even get a lunch invitation out of it.