Facebook games are actually full of examples of these, and of tutorials blended into the game as the user advances.
This presentation slides 144 & 145 might be useful: http://www.slideshare.net/amyjokim/gamification-workshop-2010?from=ss_embed
Consider what's useful for which users when. I'm not sure how your site works, but take google analytics as an example. The first thing you have to do is add a code to your site, so the first login you should tell them about the code. They go add the code, come back and tell google to check it. Google says we're gathering data now.
That's about all that's useful in the first visit, all the visualizations are useless because there's no data. So you can tell people great, come back later! and maybe send a reminder after a week saying remember us? we have awesome data for you now, come see!
That will be your second visit. You should direct people to the first useful visualization for brand new users. Find out what reports had the most impact early on for your existing users, and tell them about those first.
Later on, or maybe as certain things happen to make other reports more relevant, start directing them there. Tell them about advanced reporting features as they become more advanced, but also tell them about it in context if they happen to stumble across the advanced reporting page early on.