Hey, thanks for the report. This is a known issue. Colin confirmed the bug last week and passed it to the team to fix.
It happens on all platforms (Windows, macOS, Linux). The VSCode walkthrough resource doesn’t resolve in Cursor. It doesn’t block using the IDE, but yeah, it’s annoying.
For now, you can ignore the Welcome page. It mostly has basic info for new users. The team is working on a fix.