Yes, more helpful (more text, explain why) kick messages would be good. Also a first start screen where a player can choose a name and change some settings (resolution, fullscreen) would help. The no account screen would be ok after that. Or better, the game should use the desktop resolution and fullscreen automatically by default (instead of a 640x480 window). Another thing is the ingame serverlist. It should maybe have some checkboxes to filter the list. One to sort out passworded servers and one to sort out servers with sv_login 2 (should automatically checked if the player isn't logged in). But at all it should show somewhere, how many servers are online. So a player can see that there are servers, if he filtered out everything (worst case).
That are some things, that will help a new player to join a server and start to play, but i think you ask more for issues to run/start the game right?