It takes some time for a user to learn how to use your application. Nobody is reading manuals and help pages these days, but the users are willing to read short hints in the context they are currenly in.

So if a user is on a page that has a grid, but the grid doesn't have any records to be shown, it is a good practice to communicate to the user how to add the records and why it matters. Also adding a nice visual helps to keep the users engaged.