Brent Simmons: The Ideal iPhone App First-Run Experience Is None At All
Here’s me: when I download an app with a first-run tutorial, I try to find a way to short-circuit it and get to the actual app. If I can’t, I just race through it, knowing I wouldn’t have remembered any of it anyway.
Either I can figure out the app later or I can’t.
One of the biggest issues is that it's all up-front. Show helpful arrows in context – have an intelligently put together blank slate and most problems just evaporate.