Firstly you will need to define to yourself what a visit consists of, i.e. once per day, week, or each time a users lands on your site, every page loaded, etc.
Assuming you want some persistence for your users while they browse, what you need to do on your site is set a condition to be evaluated prior to the first click and if the result indicates a users' first visit then open the page. At the same time, set a value to be checked next time (and most likely all subsequent clicks based on your current implementation). LocalStorage or cookies would be your best options for this.
I would set up something along the lines of:
//check page is loaded
if (cookie.firstVisit) {
//add click event listener
} else {
//set cookie.firstVisit to false
//remove click event listener
}
Instead of spelling out how to do this with cookies here, have a look at this article which explains it all: How to set/unset cookie with jQuery?
Lastly, opening a new window when someone clicks anywhere on your page without them explicitly wanting that action perform is considered bad practice in most scenarios. However, I do not know your situation so this may be the best course of action but thought it was worth mentioning.