A first order has five checkpoints, and each one is cheap to do right and expensive to skip. This is the sequence, and the reason for each step.
Deposit first, from your own wallet
Move coins from a personal wallet into the market wallet, not from an exchange. An exchange withdrawal is a trace that connects your identity to the address you pay from, and a personal wallet is one step removed from that. Deposit only what you plan to spend on this order, plus a little for the next one. The market credits the balance after the coin confirms, which is under an hour for Bitcoin and faster for Monero.
Pick the vendor before the product
Read the vendor, not just the listing. Look at the review count, the average, and the date of the last review. A vendor with two hundred reviews from the last year is a different vendor than one with two hundred reviews from three years ago. Check the shipping options for your region on the listing page, because the delivery window varies by category and by country, and the listing states it.
Encrypt the delivery details
Write the delivery address in a PGP message to the vendor using the key from their profile. Include the address, any delivery instructions, and a note that the message matches the order. If you skip the encryption, the vendor can still ship, but you have given up the one channel that is private, and you have made the dispute harder to win later, because the evidence is now in the open.
Track what you can
Some shipping methods give a tracking number, some do not. The ones that do, you watch. The ones that do not, you wait against the delivery window the listing promised. The window is the contract, not your expectation of how fast a package should move.
Confirm or dispute, on time
When the order arrives and it is what was ordered, confirm delivery and the escrow releases. If something is wrong, open the dispute before the escrow timer ends, attach the PGP messages and any tracking, and wait for the ruling. The timer is the deadline that matters most in the whole process. A dispute opened after it is a complaint, and the claim has lost its weight.
The escrow guide explains the money side in more depth, and the disputes guide covers what a ruling actually looks like. If a step in this sequence gets stuck, the support guide covers where the ticket goes.