Yeah we pretty much already have this, but it's in the HELP section as mentioned by the previous replies, and also we have a Bitcoin Wiki that had plenty of information on Bitcointalk so it's not like there isn't a lack of info surrounding it.
We may do but what percentage of new users actually surfs to those pages and boards? What do you think? At the end of the day we'll just see newbies posting in the beginners section, they dont care to read those posts. So a welcome message would certainly would be helpful when new user registers (even if it gets skipped by the user) since not all would skip it.