Venison is a lot leaner than the steaks you might be used to eating. Depending on the cut, they'll either be really lean or REALLY, REALLY lean. A brine will help a little with moisture and to reduce the gamey flavor somewhat. If it's loin or backstrap, hot and fast to medium rare works well, just like a good beef steak. If it's from the ham or leg, you might want to consider low and slow as it'll have a good bit of connective tissue. In any case, you're in for a treat. Venison is really tasty!