I'm also interested in a smooth experience for beginners.

I have a factual observation with respect to Terry's comment:
'''Windows icons have a Shortcut tab with a Start-in field.  We should like to put %USERPROFILE% there, but this does not work -- msg253393.'''
... I note that several menu shortcuts have "Start in" set to %HOMEDRIVE%%HOMEPATH%. Examples are notepad, Internet Explorer and the command prompt. (This is on Win7x64.) What we want seems to be a normal thing to do, and achieved by some, but perhaps by a post installation script.

Alternatively, once a .py file exists where you want to work, right-click "Edit with IDLE" provides the CWD we'd like best. Idea: add a New >> Python File context menu item. Encourage users to create a new file that way, then open it, and everything from there is smooth. (New issue if liked.)