You should play this the same way you would play a standard SnG - the only difference is, you are going to be playing three in a row.

Your goal in each game is the same - Win, don't just settle for a cash.

What does differ is the fact that you will be up against players who will have the same mindset (whereas in a regular SnG, you can take advantage of those who are trying to "just cash" by playing aggressively at the bubble).  All this means is you should be a bit more wise when picking spots to steal blinds in the end-game of each round.

As for the first round...I would suggest you practice by playing some 6-man SnGs for practice.  The start of a 6-man SnG is very different from the mid-game of a regular SnG (as blinds will still be low).  I would suggest limping with high-potential hands (such as low pocket pairs, suited connectors) and try to win a lot of chips that way.  As you play more and more with the table (realize they are tight, loose, passive, aggressive), adjust your play accordingly.  As blinds get high (75/150 and beyond), pick up your aggression, but know who to steal from.  One of the worst things you can do in the end-game of a SnG is (try to) steal from a calling station.