I very rarely ever did. And when I did I made sure I trusted the studio and knew enough. But even with this preparation I was burned most of the time preordering.
Nowadays I notice a game I like and I wait for 1-3 years, then pick it up DRM free, with all the extensions and fully patched for oftentimes 15€ or so.
Honestly, I am really happy we passed that transparent bubblegum-toy style. My hope is that we move towards physical buttons again, at least where they make sense (cars for example).
Return it. If you hold on to it (even if you block the ads and all) it will signal the manufacturer, that this practice is fine.