Where can you find messages that come up when users first log in?

The correct answer is found in the /etc/motd file. The "Message of the Day" (MOTD) is specifically designed to show messages to users upon login. It typically contains important information or announcements for the users that they should read before accessing the system.

This file is processed by the login process when a user logs in, allowing system administrators to broadcast messages or system notifications to all users effectively. This could include information about system maintenance, changes in policy, or other pertinent information.

The other options mentioned are not dedicated for displaying messages at login. The /etc/login.defs file contains settings that control aspects of user account management but does not hold any user-visible messages. The /etc/login.warn file is not a standard file in Linux distributions and therefore does not play a role in user messages. The /etc/profile file is utilized for setting environment variables and configuring the shell environment for users during the login process but is not intended for displaying a login message specifically.