Never underestimate the power of being able to goof around.
When I was a kid, I learned basic Unix commands using 'learn', a tutorial program that worked like this: you were presented a menu of concepts to learn from which you chose one. The program would then give you a textual overview of the concept and any associated commands; then, to test your knowledge, it would give you a goal (say, move a specified file into a specified directory, or edit a file) and drop you into a fake shell prompt.
The fake shell worked just like the real shell in most every way. You could mess around, delete files, destroy stuff, etc. When you thought you had finished the lesson you could type a command (I believe it was 'ready'), and the tutorial would then exit the fake shell and assess your progress. If you did not meet the goal, or you seriously messed up the fake environment, you would not pass the lesson but you could opt to be dropped into the fake shell, restored to the exact same state as when you first saw it, and try the lesson again.
Rapping newcomers on the knuckles for exploring is not how you win them over. Give them directed goals to accomplish, sure, but also give them a safe environment where it's practically impossible to seriously mess things up while exploring, so that they can satisfy that "what does this button do?" urge as they hunt for the solution.