Where can I find information on how create user training for new features?

I want to introduce new features to my users in a way that walks them through the functionality. For example, when a user logs in next week, I want him to see an arrow pointing for how to access the new feature, and after he clicks it, a series of arrows with tooltips saying what each new piece of functionality does.

And of course, I only want it run once. I think I'd have better luck if I knew some better terminology for what I'm trying to accomplish. I've seen this kind of UX implementation in many other places, I just don't know a name for it.

If there are any Rails or jQuery toolkits for implementing such a workflow I want to find them rather than reinvent the feature.