Do you just jump in the middle of a game with other people if they are already playing? Do you all have to group up before going out on a quest or whatever?
I don't know how things are on consoles but these are the general etiquette that people follow (or should follow) when playing online with others on the PC version at least.
*When starting out leveling your character from 1-70, it's generally a given that most people haven't seen the cutscenes yet. However this game has been out for 2 years so there will be many people who will be skipping cutscenes. That is why if you are interested in the story you should avoid playing with others as most people online skip everything. If you have beaten the game (seen the story) or don't care about the story then you would have no problems playing online.
*After LVL70 all cutscenes will be skipped, no question about it.
*Don't AFK while in a Party/Game. If you have to do something but still want to stay in the Party, you can leave the game so that your profile icon becomes transparent meaning that you aren't in-game. The reason why you shouldn't be in a game while being AFK is because the monster HP goes up if there are more players so you don't want to ruin other people's efficiency.
*When in higher level groups you generally want to avoid picking everything up and looking at every nook and cranny. You want to play at a brisk pace and get to the objective as fast as possible. Try to avoid going back to town to Vendor/Salvage frequently although in console version while in local play everyone gets teleported together so it's even more important to be wary of your pick ups.
*It's generally good manners to give item of good quality to someone else if you have something like it, even if its slightly better than what you had before. If its an item that is not of your class or is useless to your build then you should give it to someone else in your party as well. No one likes a hoarder in these games..... and trust me some people even on GAF like to hoard for no real reason! YOU KNOW WHO YOU ARE!!!
*Don't make fun of other people's build or class choice or item choice. You can ask questions about other people's builds like "why are you using that particular item for the build?" Usually you get the response of "well I don't have any thing better for this slot". or "I wanted to try something different from the usual builds". People in high level tend to be very critical of gear/build choices and don't want people with low efficiency in their party.
*Please stick to parties and content that is suitable for your gear/level. No one likes to carry someone who is vastly under leveled and holding back the group. Like for example don't attempt to join games that are T6 lvl70 while your character is lvl50 and is filled mostly with Rare items. The rule of thumb is that you should attempt difficulties that you can solo yourself so if you can solo T5 then you should join T5 or below games. In groups though you can generally handle one difficulty above your tier but anything more is usually too much (so a T5 solo character can handle a well organized T6 group).
*Ask before closing a Rift. Some people might have Legendaries still lying around the map that they need to collect.
*Ask before Salvaging/Vendoring an item that might be good... someone might actually want it.
*Don't start playing with Rifts with only a handful of Rift Key fragments. Make sure you are well stocked before doing some Rift runs... you don't want to be in a position where other people are paying for your Rift runs. This will be changed in 2.1 though but you would still need Fragments to run Rifts.
*When it comes to Split Bounties, people absolutely loathe AFKers. Never AFK in a Split Bounty, that's a form of leeching in the game. You want to play as far as possible in Split Bounties so make sure you have a build that allows you to run around fast and kill enemies fast (Split bounties are generally played at a low difficulty so people of all builds can clear content fast).
In general, don't be hostile, don't AFK repeatedly, don't get into games that are above your power level and don't try to take too much time with certain actions which may hold down the group.