Ha, yes, I'm also a fan of a skippable Source Hunter's Academy idea to act as a tutorial for the basic gameplay mechanics. Because it's optional, you probably shouldn't keep any items or stats from there (otherwise gamers, being gamers, will feel compelled to play through the whole thing every time).
There also should be a "Tutorials" section of the menu that stores the little tutorial pop-ups so you can look at them later, because some of the one-off messages may not sink in, and there's no way to recall what they were without starting a new game.