Immediate user action and engagement for first timer users is absolutely key. An example from Usenet...

For oldtimers who received no replies, 84% posted again. For oldtimers who did receive a reply, 86% posted again. For newcomers who received no replies, 16% posted again.

What's startling though is the effect getting a reply had on newcomers posting their first time. When looking only at newcomers, getting a reply increased their likelihood of posting again from 16% to 26%. That's a 62% increase!