The earliest phase of Portuguese exploration of Africa was up to the 1440s and took form of slave raids on the Saharan coast north of the river Senegal of Azengue berbers. Many details were given in Zurara's Chronicles of Discovery and Conquest of Guinea. In the chronicles there are details of this exploratory raids.
In most cases the majority of the crew of the caravels (which at the time was very low 20-30 people) went off the ship. Skeleton crew always remained on the boat and it was never completely empty. Additionally there were always at least several men remaining near the landed boats on the coast, guarding the escape route. The rest (most of the initial crew) went to find potential targets to attack and enslave.
The captains at that time were not navigators or men of the sea. There was a pilot who ran the ship and who remained on or near the boats. Captains were usually fidalgos (landless, minor nobles in Portugal who "were attached to households" of other greater and richer, nobles) and as such they were actually more responsible for the military actions aka the slave raids themselves. The slave raid parties consisted of the captain, few of his men-at-arms who weren't sailors and some sailors who were armed. The raids were usually successful, as Portuguese had superiority in equipment, weapons and experience then poor fishermen they attacked, but there was at least one instance where the raid party was wiped out, and the remaining crew of the caravel numbered 5 individuals who barely made it back.

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The second phase of the exploration was in the 1450s and in it slave raids were replaced with trade. Mostly because the Portuguese reached "Black" africa, where population was more dense, better organized and could defend themselves, sometimes with dangerous deadly poisoned arrows. Likewise captains-explorers changed slowly from warrior fidalgos to traders, merchants, foreigners who naturally behaved to incur less risk on themselves
In this phase the Portuguese took a more careful approach. Contact was initialized preferably from the boats. Natives were often encouraged to approach and even board the ship before Portuguese landed. If natives weren't inclined to approach, few men would be sent out, sometimes even just the slave interpreters. If some level of communication or friendly relations were established and trade started some number of Portuguese, including usually the captain would land. But still suspicion was high, and Portuguese were always ready to suddenly depart and always kept the ships secure and ready to go with the crew on hand.

Some of this was described by his own experiences by a Venetian ( employed by Portuguese ) named Cadamosto in his Letters written some time after 1455 . He writes an example when he "discovered" (he thought he was first, he wasn't) Cape Verde islands. He first sent few men in boars near the shore to check for inhabitants. When they reported the island uninhabited he sent several armed men ashore to check it further and when they confirmed, and next day he still sent 10 fully armed men (out of his two or three 20-30 manned caravels, which also probably had like 70-100 slaves below deck) to be sure. Only then did he sent the majority of his men, including himself to the shore to gather provisions, food, water, wood.

This kind of careful arrangement lasted well into 1480s when king Joao II started sending personally mandated explorers deeper into Africa. His favorite Diogo Cao was sent on few of these missions and he operated on similar criteria. The records aren't as detailed as we would like but it seems at one voyage at least he had sent some men to try to reach the kingdom of Congo on one of his expeditions, when he suddenly had to return home. But at this point the level of precaution depended on the captain and his assessment of the situation.

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To contrast this Portuguese approach Columbus for Spain operated differently as when he arrived and spotted land for the first time, he and his captains personally(with armed men naturally), rowed out in boats wielding banners and royal standard towards the bewildered natives. At least that is his story (pdf). He still definitely left people to guard the ships
Vasco da Gama on the other hand exercised both cautionary approach and occasional brave landing . According to his journal upon discovery of St. Helena he personally went to the shore immediately, judging the natives peaceful (He did have some minor trouble at the end) On the other hand upon reaching the Indian Ocean he was very careful. He refused to leave his ships (or allow his men to leave it) in ports of East Africa Mozambique, Mombasa, Melindi, only inviting local population on board or communicating with the local rulers on boats in the port or better on his own ships.
Upon arriving to India (Calicut) he sent two men as ambassadors first and next day he himself and thirteen men (the voyage started with around 120, but a lot perished, probably a third up to that point) went ashore to visit Zamorin of Calicut.

Magellan seems, also followed the "protocol" of first staying at the ship and having the people come before considering going ashore. He was Portuguese working for the Spanish so not that strange

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Which brings me to the ending conclusion:

There was always crew in the ship. In the very early stages most went out, later most stayed in the boats, at least until the situation was determined safe. I can't tell you of the proportion beyond this broad strokes.
The captains did in fact leave for shore, quite often and early too, but generally the "protocol" (if there was such a thing and not just common sense) was to try to get the natives, both traders and rulers to come to you, to try to assess the risks they present to you if you decide to land