You could call your message popup in a subsequence as new execution and terminate this execution programmatically after your init steps have finished.
In order to do this you have to specify (module) the sequence call step that calls your subsequence:
-Multithreading and Remote Execution = Run in a New Execution
-Settings: Initally Hidden and Tracing disable, Restartable, Close Window when done, Wait for Execution to complete: Do not wait, Process Model Option: Do not use a Process Model
-Store an Object Reference to the New Execution in: e.g. Locals.ExecutionRef
After your Init steps you insert a ActvieX/COM Action Step that terminates the new execution:
-Object Reference: Locals.ExecutionRef
-Automation Server: NI TestStand API 3.1
-Object Class: Execution
-Call Method or Access Property: Call Method
-Method: Terminate
This will terminate your new execution showing the message popup.