On one end of the spectrum of human behaviour, you have people who skip the manual entirely and go straight to trying to figure it out themselves. They will be pissed if you don't have a tutorial when they get stuck.
On the other end, you have the type of people who will carefully follow every instruction you provide them, and will be upset if you don't provide a guide or instructions upfront.
Regarding interactive messages, I recently used this plugin on a recent project. If a new user opted to take the tour, they could follow along down a series of options, interact with the form fields or UI that was being highlighted and close the tour at anytime. They could also opt out and start the tour later if they got stuck. One week in and we are already seeing an impact on the KPI for the project. http://usablica.github.io/intro.js/