Naturally, it depends on who you're making the game for.
It also depends on what you mean by "the first mission". Are you talking about the tutorial, or the first mission
after the tutorial?
Personally, I am of the old-school "read the god damn manual"-crowd who've always had a strong loathing for people who walk
into a game not knowing how to play it, then fail, and then complain that the game didn't teach them how to play it.
To me, that's the equivalent of an illiterate picking up a novel, and getting angry at the novel, because it doesn't teach them
how to read.
Why should it have to? Especially when most games today are made on tried and tested conventions
established by more than 3 decades of games, and now pretty much have their own logic.
The more actual game-time is wasted on teaching a player what they might already know, or grasp quite quickly,
is game-time lost which could have been spent on the more interesting parts of your game
that are more likely to captivate an audience.
So with that being said - are you aiming for the casual, new generation of angry-bird fans, or for long-standing RPG (more
specifically, probably those who already know about RPGmaker) fans?
My guess is the latter, and that makes most tutorials redundant in either case - and the same for first (hand-holding) dungeons.
At worst, they should be skip-able - at best, they shouldn't be necessary, because your game-play will logically
demand certain stragegies and game-play elements in the beginning, which will be the basis for later game-play,
and therefore serve as a sub-text tutorial (like the first level in Megaman X, which, bear in mind, is still
a level you can die on, in which most players completely new to something like Megaman also will die).
RPGs have traditionally had very little in ways of teaching players how to play - they teach you the buttons,
and migh have some tutorials of passive functions (like how to make the materia system work, or how to level up skills)
leaving battle strategies (which is the brunt of the active game-play in an RPG) largely uncovered
in order to allow the player to figure this out on his or her own, using a trial and error approach.
Personally I prefer this. I don't mind meeting the game-over screen, as long as game-over isn't code for "you've now lost a
huge amount of progress and will have to redo the last 2-3 hours you just did before dying".
Last Ranker for PSP, among others, was kind enough to give you a continue screen if you lost a battle offering not only
to take you to the main menu, but to retry the battle as it originally occured, or even to first visit your in-game menu
and then fighting again (allowing you to use itens, change equipement, and skill set-ups before the retry).
Excellent game-design. It allows for high difficulty, where players can be punished for their own ignorance
or lack of foresight, while still allowing players the ability to correct that on the spot, and therefore
not make them feel like they've lost time, or been unfairly treated by the game for not having picked the right
battle set-up from the start.
I want my games to be challenging, and I because I've gamed for 3 decades I usually dislike toturials and "first missions"
that insult my intelligence by treating me like a person who didn't actually just read the manual before starting up the game,
or as a person who hasn't played enough games to intuitively get the game-system right out of the box,
when both are usually the case. That being said, most people are not me, and you have a large new generation of gamers out
there (and you have the accursed and entitled millennials as well *shudders*), so if you want to reach them, even
something as excellent as the Megaman X approach might not be your best choice in terms of making your game accessible.
However, if making your game accessible means padding it out with cushions, removing harder obstacles, etc.
then you'll end up turning away people like me - so you're going to have to make a choice at some point anyway.
I'll put it simply -
I don't mind difficult bosses, enemies and dungeons that require specific strategies that can only be uncovered through trial and
error - as long as you give me plenty of chances to save/load, and retry without having to endure long loading times,
back-/re-tracking, unskippable cut-scenes/dialogue and so forth.