How to display a message on login until a user fills out a specific Webform?
I think the module you are looking for is 'Rules Webform Submitted'.

This module is similar to Webform Rules in that it supports integration between Webform and Rules, but different in that Webform Rules supports the Event "Webform Submitted", while Rules Webform Submitted provides a Condition which is typically triggered by a Node Event.

So, you can use the event 'On user login' and the condition that 'Rules Webform Submitted' offers to create your rule.