I'm breaking one of the well known taboos about not asking questions about questions here for good reason.
People do it all the time, hit up search, enter 'question', you'll see a big list of meta-questions about questions and Stack Overflow in general which are just noise.
There are bundles of "first time" question mistakes that repeatedly get made for various reasons, and although to us who've been around and think there is no excuse, it is arguable that the FAQ sections are not really straight and to the point with lots of room for error in conceptual understanding, and searching for questions about questions really doesn't result in anything informative, just closed questions.
So this question serves as an attempt to rectify that, fill it up with answers that will help people not to make first-time-question mistakes and give them simple and understandable answers about how to ask questions, and then we can all add it to our favourites and throw the link to new users when they don't get around to reading this.
Maybe, when this question (hopefully) survives a week or so without being closed/down-voted into the abyss, somebody can rewrite this section (my question) so it's more friendly to the people we're sending here.
If I am new to Stack Overflow, what are the things I should consider before asking questions?