Always research connections. Try to find a station layout so you know where you are going. Easier said than done, but in Germany there are station layouts available online for major stations and for every station in Bavaria, and the German Rail website usually shows the platform numbers.
The main thing to remember is that a train is not an aircraft. You don't have to stay in your seat until the train comes to a complete stop in the station. As you come into the station, gather you stuff and go to the end of the car (or wherever the doors are) and be prepared to get off when the train stops. If you wait, people will start getting on and you will be like a salmon swimming upstream trying to get off.
If you know your next platform, head for it. If not, look for the mustard colored schedule on a board somewhere nearby on the platform and find the platform for the next train.
Unless the next train is on the same platform, head for the tunnel (or bridge). A lot of others will be headed for it too; follow the herd. Once in the tunnel look for the large number signs hanging over the stairs, find your next platform's stairs, and go up them.