There are many things wrong with the first-run dialog.
1) The dialog is shown before anyone actually uses the program, so it's very hard to figure out what it's actually is. Never popup a dialog before the first run. 
2) It's badly filled with gtk and system information, like "menu accelerators" "intercepted by the program" "remote machine"
3) The dialog only has one action "close", dialogs are meant to communicate user choice, not information. The user get this scary warning, a

Ways to progress:   
  * Show the information in the actual context, ie. when connected to a machine. Maybe a overlay is shown the first time some key combo is pressed. "Did you mean to XXXX?"
  * Provide the choice of enable/disabling menu accelerators together with the information. (Important!).
  * Also, the text should really avoid system concepts and menu accelerators (It's keyboard shortcuts!)