Immersive analytics (IA) leverages immersive and interactive technologies to support data exploration, comprehension, and decision-making by presenting large volumes of multimodal data in virtual environments. However, the complexity of these systems can pose significant challenges for users, particularly during initial engagement. Effective onboarding is essential to help users acclimate to the environment and learn interaction techniques. In this work, we present findings from a study evaluating three onboarding methods for virtual reality-based IA systems: a desktop tutorial, in-Virtual Reality (VR) training, and self-guided exploration. Results indicate that most participants preferred a combination of all three approaches and emphasized the importance of early access to training components that may require additional time to understand.