I have seen two instances of a message of caution or warning being shown before a film to explain to the audience that a particular moment in the film with a special effect is meant to be part of the movie and to not be alarmed.
One example was Star Wars: The Last Jedi (2017) there was a message displayed at the ticket counter in my local theater and a caveat shown before the movie on screen explaining that there would be a moment of prolonged silence.
The other more recent example is First Man (2018) which displayed a message in my theater warning the audience about sounds which would occur at a certain point in the movie that sounded like fireworks going off outside.
Are these the first examples of audiences being warned about special effects to be expected in the movie or have there been previous examples of this?