I wish software did something more like video games. Well-designed video games will notice that there's a skill you're not using when you should be and show hints on-screen about using it, e.g. press L1 to change weapons, R2 to take cover.
I’m not so sure. It’s mildly irritating getting numerous pop ups of “hey, look over here at this thing we added” even when permanently dismissible.
Tracking a user and letting them know that we know they haven’t ever used feature X is likely to just give them the creeps.
In video games you are in “play” mode, and very aware you’re being tracked, judged, awarded points etc. In software that’s often less clear and (from certain behemoths) deliberately so. You’re also likely trying to achieve a task, rather than have fun. I personally would find it irritating if not downright invasive if I hadn’t explicitly agreed to something clearer and more explicit than a cookie warning.