Create a node on user account creation. Display link to user on first login I need to capture addtional private information about a users company
when they register (one time).

What i am currently doing. 


Creating new node on account creation with rules.
Add a view that filters by node author, and display it on the users profile, with a edit link.
The user can then edit the node that he is the author to on his profile page.


This works 

I want to display a link or auto redirect to the node once the user has logged in for the first time.

Been busy with this for a long time. Any advice or Pointers.
Assuming you are using Drupal 7, I'd advice you not to do this. 

Drupal users are now entities and field-able. 

In Admin > Configuration > People > Manage Fields tab, you can add new fields to the profile. With Profile2 module, you can have even more control over these fields (this will become a new entity type, with option to have separate tab in user edit page, etc). 

If you are using Drupal 6, while being prepared to upgrade your site to Drupal 7 or 8 in near future, you can use Content Profile module to do this. 

Also, if you need to automate these data/fields with user registration, give a try to Rules module. 

Profile2 and Content Profile, as well as core profiles have Views support so you can show these profile fields in user with a 1:1 relationship (if you create a new node without binding it to the user, how do you find the correct node from pool ?).