On Stack Exchange, it should be the quality of a post that counts, without preferential treatment.
I've seen both good and bad posts in the First Post review queue. Some deserved an upvote, some needed a little help on how Stack Exchange works, and some were just bad enough to deserve a downvote. For example, people who just bluntly copy-paste their homework assignments, or "give me the codez" questions.
It has been discussed to require a comment when downvoting, but in general it's considered a bad idea. It will break the anonymity of voting, and it will lead to people just typing 15 characters so they have added the required comment.
That being said, I do believe that when reviewing a new member's posts, we should lean towards guidance rather than downvoting. But we should never be forbidden to downvote just because it's a new user, or required to comment.