I definitely think this is a good idea.
Although we've all seen
<kbd>'s go bad, so it might be nice to have a little "you can use the
<kbd> tag, but make sure you use it for good" disclaimer. Basically just a sentence that indicates Don't doanythinglikethis.
I think it's good practice to show new users all (or at least most) of the options available to them. I haven't seen anything of the sort be an actual problem for a long time, although that could just mean I'm hanging out in the wrong (right?) tags. But let's not let that come back into style by teaching people how to do something with no indication of when to (or not to) do it. Of course that's more relevant to the Advanced Formatting Help page, where there'd actually be space to take an entire sentence, and that page already has a slight reference to them in a single example.
But yes, on the whole, I think it does a lot for readability and engagement when there are actually keyboard keys involved, so it's definitely worth teaching new users about it.