On new sites, I like to use sitemeter plus, it gives me information about where the visitor comes from. Like this one: MSN UK result (my site is 3rd of 1,800,000 pages. It's quite interesting. Sometimes like yesterday, the result was on Yahoo UK and the visitor came from the 43rd page... That's great but how is that possible? do people browse 40+ pages of results? are some people so bored that they try everything?
You're lucky! That visitor could have jumped around and landed on the 43rd page. I know I do that sometimes.
I do that too may be this one started to look for link building opportunity and finished palying games. He played 4 different games for an hour or so