I think a repeat warning is better. If a visiting geek 'deflowers' the terminal and removes that warning, the regular user might well be lost afterwards
I vote for a line going something like "Here you can type commands to be executed" printed in the terminal itself (like the output of a 'cat') before it starts accepting commands. Informative, reliable, unobtrusive (regular users will just ignore it) and easy to implement
As for the icon: make it stylish and leave it there. Show that there's more to the beast than beats the eye