If you want to cater your auto reply messages to the "New to your database" person instead of the "New to the group" person, simply leave the "First Message" of the Data Capture blank in order to skip those messages.
Then, add your "welcome" type message with the name capture. The Left side would be if the person texting is NOT in your database yet (you do not have their name yet). The Right side is if the person texting is already in your database (you already have their name):
Now, you can continue on creating your data capture like normal! For more info about creating a data capture, click HERE. For more info about how the LEFT and RIGHT sides of the data capture work, click HERE.