Sure. I don't mean something that would be a long-term thing. Just a quick in-game tutorial, something to get them over the hump of learning what to do, and maybe some starting eq and experience.
It would be funny if somewhere near the end of the tutorial, they were dumped into a thunderdome to fight it out. Only this time, two men enter, and NO men leave.
Then when they die, the ringmaster can come over to them, take the starting equipment from them, and say "You passed your first lesson: Wasteland is harsh."