That is what most people do, clicking on the first link or button that seems like it will yeild what they want straight away rather than viewing the various options available and then making a decision.
There are so many routes to information it is impossible to say what 'most' people do as it depends on the site design, the content, the user, the site functionality, the reason for visiting etc.
For example, if I visit the BBC site I don't wander aimlessly as I know where I want to go because I visit it all the time and know where to find the information I want. If I visit the Guardian website to find out an alternative point of view on something I have read on the BBC site, I would carefully navigate to find where I want to find the content I need.
But – on a site like the above, which is designed to be an experience, I don't know what content I want so I look around, get a feel for the place, then head where I want to go.
Look at it like going to the shop to buy a sandwich (you just head to the sandwiches then checkout) against going for a walk (where you wander around, take your time, decide what you want to do when you get there). Not a brilliant analogy, but I hope it makes some sense.