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Consider the following aspects in designing the initial use experience:

Goal: Allow users to reaffirm that their product decision was a wise one; remind them of the product's capabilities; and give them confidence that they will be able to use the product to its fullest.

Validate the installation.
Verify the installation through testing or exercising of specific components.  For example, allow users to print a test page, dial a modem test number, or play a sample MPEG video.

Demonstrate sample tasks.
Perform sample tasks that demonstrate the capabilities of the product and allow users to become familiar with them.  Provide options allowing users to watch a sample task being performed or to interact with the product and learn to do it themselves.

This is an excellent opportunity to reinforce the product's capabilities to a first-time users.  Include demonstrations showing how the product delivers on the key marketing messages.  Make sure demonstrations highlight how to use the features and functions users may have seen in retail displays and advertisements prior to purchase, but avoid using the same marketing and advertising presentations intended to convince users to acquire the product.

Make demonstrations concise and real.
Allow users to choose demonstrations for specific product capabilities and functions, and make them interactive.  Avoid making users passively watch long running comprehensive demonstrations.  Users are probably most interested in putting their new product to use as quickly as possible.  For example, if customers bought a computer to connect to the Internet, a demonstration that walks them through the steps of making a connection and then browsing can reinforce the product's usefulness and ease of use.  Make such demonstrations live, as opposed to simulated, and as user friendly as possible.  For example, offer "congratulations" on completion of the task.  Feedback to users at this point is important in building confidence and ensuring continued use.

Provide optional learning experiences.
Provide an optional learning experience about the product, such as a guided tour.  Try to strike a balance between giving enough information for product novices while not being boring or patronizing to more advanced users.  First-time users may wish to watch an introductory video or demo about how to use product, but don't force it on all users.  Clearly explain what will be shown and allow the user to choose.

Make this phase easily accessible but entirely optional.
Allow users to select individual demonstrations and guided tours, or to skip this phase entirely and proceed directly to using the product.