I think a popup on first run that listed all the major things new users should look at would be a good thing.
Even better if the popup could remain persistent until closed, like an independent windows so a user could read the content, then go look at and set up stuff, then come back to the popup, then do some more setup.
Even better again would be a multistep setup wizard, which again would be persistent, and allowed you to run each of the steps without losing the popup, so a new user could go back to it as they work through the first setup. If this was provided, then also add it to the Help menu as perhaps "Initial Setup Wizard" so that a new user who closed the popup window could get it back and run through it again. Make sure the popup tells them clearly where to find the "Initial Setup Wizard".
From memory I think Nero does something similar, and I have seen it on another program I can't remember now. Another thing other programs do is have a set of tips that popup with every start of the program until they are turned off, and a user can click through the list if they wish. This could probably help new users with MC.
One thing to think about though, but I'm not sure it is still a problem. MC used to default to always running an import on a new installation after 45(?) seconds. Then a flag was set to only turn On/Off running import on an empty library. If that flag still defaults to On, or an Autoimport still starts automatically, then a popup could interfere with this, preventing the user seeing that MC has started importing all the default Windows video and images in their User directory, which is frankly a pain. So make sure that default is Off if MC is going to open a popup and distract the new user.
So yes, a popup that always comes up on first run of MC would be fine, whether it is TV only or something more extensive.