Having ran several games at conventions, including Lady Blackbird, I have found that the most effective way to introduce new gaming styles to players is to be upfront about it.
I will assume that you're past the pitch phase, where you need to tell your players how cool this game is - delving into the technical aspects in that phase is often detrimental.
Before the game starts, tell your players: "This is a very different game from those we're used to play. For instance, ..."
Keep it short, maybe make a few examples of unusual things they will be able to do and be ready to answer their questions, including explaining refreshment scenes.
Anecdotally, there's a different thing that might work with Lady Blackbird specifically. At least, my GM managed to sneak this up on me and it was one of my most memorable moments, the one where I could finally see what D&D didn't let me do.
Beware, there might be no turning back.
Before the game, the GM helped us understand our character sheet and explained the concept of keys. Sooner or later someone will want to hit one key: in my game, that was me playin Kale. We were running for the Owl, in the bowels of the Hand of Sorrow, and I asked: "Is there anything cool to steal here?".
And then, my GM went: "I don't know. Is there? You tell me."
This is very similar to how games like Dungeon World or Apocalypse World work, where you turn player questions into questions of your own, and a golden opportunity for you to briefly explain that "yes, this game allows you to decide something about the game world, whenever you want." You might want to add that "It will be best if this builds a complication for your own character that allows you to hit one of the keys." - a lesson I learned when GMing Lady Blackbird for a group that had a lot of fun playing teatime with space pirates playing space accordions and disrupting each other's scene with nonsense.
By the way, make sure that your players know that the pace of the adventure is in their own hands.