I'd prefer to use my time clicking around the site than clicking to close tooltips and modals.
I think introductory tutorials are better served by:
1. Scrollable documentation w/ images and an easily navigable sidebar that allows you to jump to specific topics that draw your attention.
2. In the case of something truly complex I like to watch videos for a more holistic perspective. Note that this is the slow and "relaxing" way of getting information. I do this primarily at night and never if I plan on using a product that same day.
I'd probably recommend a video for conveying a workflow (is the fact that queries are made up of steps best categorized as a workflow?), but make it short and focused; and support it with text so that I can quickly decide whether that video is worth clicking or not. Most of what's in the video should be readable in text on the same page as the video.