So I start the game for the first time, and I get the message from Windows Firewall to allow access. Fine. But the game had control of the mouse so I had to alt-tab out to clear the message, then alt-tab in. But when I did that the intro movie was done and there was a message box about "Hey Chummo, we're..." and then I couldn't read the rest becase it closed when I tabbed back to the game. Now it won't come back because the game thinks I've done the first run already.

So is there a way to clear the profile and user data or do I never know what that message was?

Ok, so the anwer is yes I can see the message again. It was the game asking if it could send user data / bug reports / player engagement data to the servers.

The solution in case anyone cares was to delete the save data in:
%user%/Saved Games/CD Projekt Red/Cyberpunk 2077/

Just clear that whole directory.

It sends stats for crashes important to have on unless...It makes the game crash