I can't speak for everyone, but in our theater, I've found that theater games are about as popular as icebreakers at a seminar where nobody knows anyone else -- the people with naturally outgoing personilities enjoy them, and everybody else detests them.  For bringing a cast together, there's nothing like going out of a drink or a bite to eat after rehearsals -- IMHO, much more valuable than theater games! However, you do have an opportunity to instill one good habit here at the outset -- start each rehearsal with a few minutes of stretching out. Not necessarily on the stage, just wherever they happen to be standing. I'm always surprised at the number of people who don't warm up before a show -- I always do it while waiting in the green room, but most others don't until they see me doing it.

I'm sorry if I have too many comments.

Do you mean at the same rehearsal as the read thru, you begin right away on your feet with blocking?  I don't think you meant that, but I'm not sure.  However, if you were thinking of having an on-your-feet read thru, I would advise against it.

Personally, I like to have the first night as a read thru, and have it open to the designers and crew, too.  Everyone can hear your 30-second "vision," and introductions are made all around.  The set designer can also give a brief overview of the space you'll be playing in.  And you all get contact sheets and schedule info.  Plus, even if someone is memorized already, there is a lot of new material in hearing the script aloud for the first time in the actors' voices.

I also really like to have a night or two thereafter for book work.  This is not an opinion everyone shares.  For me, bookwork is not 'finding the beats,' and other academic type approaches.  It's getting everyone into the same place about themes, as well as background information that is relevant.  If there are references to literature, history, whatever - get everyone up to speed on the basics of the words, setting, character.  It depends on the show how many nights to spend, whether the whole show is done at once or broken up, or if the whole cast or just some main characters are present.

Then, on a whole new third or fourth night, it's up on your feet for blocking. 

I am also a big believer in warms ups, espeicially vocal warmups, and basic stretching.  When I am close to a show, I can tell by what I see on stage whether they warmed up or not.  I can tell which local actors did warm ups even if I'm in the audience.  Warm-ups are not always popular, but I can see the pay off, so I don't know why some actors resist.  Chris is absolutely right that theatre games are usually loathsome to those involved, and I would use them as with great discretion, if at all.

Chris is also spot-on about the benefits of out of theatre socializing, especially if some folks are friends and some are newbies.  I've seen casts get quite a bit better after a planned 'Thursday we're having a drink after rehearsal' or two.  Sometimes, I think that cast parties are the most beneficial input into mounting a successful show; too bad they usually don't start up until after at least one paying audience has seen the show.

Good luck with your first time in the director's chair. 

Be careful with your "outings" (social gatherings after rehearsal). Some people are not naturally comfortable doing that, others must go home to their families. Be sure that those people are not distanced from the others because of this. Perhaps try a short "social" before some rehearsals............coffee, soda, light snacks...........which can be left out during rehearsal.  perhaps each cast/crew member could contribute for each rehearsal when you do this.

This might help those who cannot attend your "outings." feel more part of the group.