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Don't you ever join my party without an invite and 20 girls! And lotsa booze! But really, most people I know don't mind unless you just jump in saying, "Hey guys help me with 20 things!" As long as you kind of go with the flow and all that, most people are very flexible and help you with anything anyway. That usually goes for Destiny and PSN parties, but your experience may vary, just like at a real party ;)
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I just jump in and am open to others joining my fireteam. Once I establish communications with those already in the group, I ask if it's okay, and if not, then no hard feelings. If I am logging soon or have limited time I will let you know that, but always welcome help.
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Being in a PSN Party just means that the team can chat with each other through PSN instead of through Destiny (although there are settings that can change this). The reason it's useful is because a) some players have trouble with comms through Destiny and b) if a player gets kicked, they can still talk to the team regarding how much longer till they will rejoin the Fireteam. For me, I don't care if a player joins my Party Chat as long as they're not distracting the rest of the team. It can be useful for a Raid Newbie to listen to the communication of the Raid team (as long as the raid team doesn't mind the newbie listening in). If the fireteam isn't full (e.g., if there's only two guys running patrols), most guys don't mind if you join the fireteam. In that case, I usually just ask, "Hey, do you guys mind if I join?" But the weird thing is that if you join the fireteam in Destiny and the team is chatting in PSN Party Chat, you won't be able to communicate until you join the PSN Party. I usually limit my PSN Parties to invite only. So if I see someone join the fireteam, I have to send an invite to the Party Chat. To be clear, PSN Parties and Destiny Fireteam joining are two separate things. You can actually be in Fireteam A and chatting with Fireteam B (if you leave a fireteam and join a new one without exiting the Party Chat).