OS X does this. Apple did a good job with it. It also tell you to backup your recovery key, but how many people have actually bothered to do that? Okay, you can store it in the Apple cloud, but that then begins to defeat the purpose of FDE.
People need to do this from the get go. I know when I'm deploying new software or product to contain valuable information, I read the manual. Although, that's not to say I haven't learnt from past mistakes. I used to dive right in without looking at the docs, get horribly confused and then ultimately give up.
I do believe there should be a link to the documentation upon downloading the software at
http://www.freenas.org/download-freenas-release/, right now it only links to the change log and release notes. However, in the GUI there is already a link to the documentation.