Is there a drupal hook that I can use to redirect a user to an interstitial page for the first page view? If not then how can I accomplish this?
Your suspicions are correct. If you want to do this server side on a cached page, you'll need to use hook_boot() and you won't be able call most Drupal functions because Drupal hasn't been bootstrapped at the stage that hook_boot() runs.

It seems to me that this is much better suited to client side. I would move this to a small js file (put it in the head if you're worried about the the redirect happening too late).