The first few minutes of play, commonly referred to as the onboarding phase, of Free-to-Play mobile games typically display a substantial churn rate among new players. It is therefore vital for designers to effectively evaluate this phase to investigate its satisfaction of player expectations. This paper presents a study utilizing a lab-based mixed-methods approach in providing insights for evaluating the user experience of onboarding phases in mobile games. This includes an investigation into the contribution of physiological measures (Heart-Rate Variability and Galvanic Skin Conductance) as well as a range of self-reported proxy measures including: a) stimulated recall, engagement graphs, b) flow state survey and c) post-game experience questionnaire. These techniques were applied across 28 participants using three mobile Free-to-Play titles from different genres. This paper makes two important contributions to the games user research (GUR) domain: 1) evaluates different research techniques (e.g. physiological measures and experience graphs) in the context of mobile games; 2) provides an empirically based recommendation for design elements that result in high arousal.