Many programs (often large ones, like MS Office, The GIMP, Maxthon) have a feature called "tip-of-the-day". It explains a small part of the program, like this one in Maxthon:
"You can hide/show the main menu bar by pressing Ctrl+F11"
You can usually browse through them by clicking next. And other options provided are "Previous", "Close", "Do not show at startup".
I think I like the way Maxthon used to handle this; in the browser's statusbar (down at the bottom usually, together with "Done", the progress-bar etc), there would sometimes be a small hint or tip on what else you could do with it.
As Joel Spolsky wrote in his article-series "User Interface Design for Programmers", people don't like reading manuals. But we still want them to use the program, and the features they could benefit from, don't we? Therefore, I think it is useful to have such a feature, without the annoyance of the pop-up on startup.
What do you think? Pop-up? Maxthonstyle? No way?