If it is true that only people that opt-in beforehand will receive your first issue of the newsletter, I would definitely send this out 1 week prior to your first publication. Tuesday morning the week before would be ideal to get your potential subscribers used to the future schedule and Tuesday mornings is a great day/time to send email for most industries. While most will open your email in the first 24 hours, there are many latecomers that will sign-up during the week you have provided prior to distribution.
However, If you plan to send this first newsletter to everyone regardless if the opt in or not, I don’t think this pre-announcement is necessary. In fact it may send a mixed message to opt-in, but people that didn't do an opt-in, receive the issue of the Newsletter anyhow... I wouldn’t risk confusing them by not matching the expectations you are establishing by asking for an opt-in, then seemingly ignoring those non-responses.