The only references to first-time Hawaii filers that I could find:
If you are filing a tax return for the first time or if your address or name has changed,
fill in the appropriate oval above the name and address area of the tax return
If you are filing a Hawaii income tax return for the first time, you will not be allowed to have your refund directly deposited into your checking or savings account. Do not complete lines 47b through 47d. A check will be sent to you instead
Nothing about needing to mail your return.
For more information:
http://files.hawaii.gov/tax/forms/2016/n11ins.pdf