How games teach you the rules

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Whether you know it or not, most games go out of their way to teach you how they are played.  It is in their best interest to do so to guarantee the best possible experience.  For non-electronic games, it's rather necessary, because everything is merely symbolic.  Video games will actually teach you because they want to, and they'll usually do a good job of doing so.

The best examples I can think of are the Legend of Zelda series and the Metroid series, though neither were very good at it at first.  In those games, whenever you achieve a new ability or get a new tool, they will force you to learn how to use it before moving on.  Most of the time, it's also very obvious.  The first time you get the Boomerang in Link games, you generally need it to get out of that very room.  When you can morph into a ball, I guarantee you'll be looking for some small space it can fit into.  They'll also give you messages right at that time to tell you how to use it.  Metroid Prime deviates a little from this, since it requires you to read up on the weapon's data to know what kind of materials it can break.
In the next step down, I look at pretty much anything Valve does.  Granted, I have not played Left 4 Dead, but I have no reason to believe it would deviate from the philosophy adopted by Half-Life and Portal.  They almost never explicitly teach you how to do something, unless it's the very basic things or it's counter-intuitive.  The Gravity Gun is one example of that exception, because it's such a vast departure from everything else the rest of the game does (there's even an achievement for going through the next "level" entirely with just that gun).  They generally suggest with some subtlety.  In this example, the level of which I speak is rather devoid of ammunition.  There's some around should you choose not to use the GG, but there's far more objects around you can chuck at your enemies.  There's even a few devices that require the GG to work effectively.  However, you are never required to use the Gravity Gun through the whole ordeal.  It's completely optional, but it's generally in your best interest.  Once you get the shotgun though, things get a bit more lenient and you're encouraged to use that.  "My advice to you is: 'aim for the head.'"
Less effective is the idea of a "tutorial level," once considered a staple for games (and it still hasn't gone away).  Quite ironically, I again refer you to Metroid Prime.  Because Samus generally obtains a lot of enhancements to her suit with each game, it makes sense to people if she somehow loses them in the new game.  In Metroid Prime 1, she has a fair amount of abilities at her disposal immediately and only loses them when a great explosion slams her against the wall.  It is here that a lot of the primary instruction takes place, but there's enough introduced as to be a rather overwhelming to new players by the time you encounter your first boss fight.  Some of it, such as the grapple beam, is recovered so late in the game that you may have forgotten all about it by the time it comes back to you, and you need another whole tutorial to understand it again (in this case, you don't even get that for some time).  In its defense, it had been a long time since a new Metroid game had been made, and I believe this introductory level was used for demos when it was coming out.  They needed something that had a lot of impact for the fans, and it definitely delivered there.
Personally, I prefer the subtle approach.  I remember an interesting motivational phrase that applies here.  "Tell people what to do, not how to do it.  You'll often be surprised by the results."    Lots of great stuff has come out of people just dicking around.  Speedruns are no finer showcase of how this applies to video gaming, but I know specifically that the cancel combo system we have in fighters today came out of a glitch that was never to be in the original Street Fighter.  If people are given a basic understanding of how a system functions without strict guidance on how it's supposed to be used, I believe it tends to lead to a more personal experience.  If playtesters are kept to the same philosophy, you can find interesting interactions you may not have even considered otherwise.  Of course, I know this doesn't always work.  Listening to the commentary of Half-Life 2: Episode 2, when the idea was to have you like prey to a big predator you could not possibly kill, people consistently misinterpreted that to the point that they would empty their ammunition on this invulnerable character and die all without ever realizing that the point was flight, not fight.  They had to add a line saying that you should not kill it before people would realize "I shouldn't attack this thing," and I still was hesitant to try avoiding it.
It's sometimes hard to know what to teach and how well to teach it, but notice time should be taken with it.  Studying is better than cramming.