I am setting up OneDrive on a Windows Server 2019 multi-user environment and am uncertain about the first-run behavior for end users. My question is: When the ShellBridge key is enabled for single sign-on, is the expected behavior for OneDrive to automatically sign users in during their first login, or does it require user interaction?

It depends on how you have it configured in GPO. You can pre-fill a lot of the configuration so it is more silent for end users. Also with Published Apps you will need to modify the launch process to get OneDrive to show up in the apps.

Need DWORD: HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\OneDrive\SilentAccountConfig=1