All,
  Or any other pool for that matter? Part of me thinks that this is a luck/meta stat and the characters can't sense when it is low. And for some of the uses of Pools, this makes sense. But another part of me thinks that it takes effort and energy on the part of the actual character to put extra effort in an action or to pull of the spectacular effects of Secrets.
  What do you guys think?

  I am running in a week and a half and I want ot help the players get the right feel for the game/characters, so any other advice would be appreciated.

My take is that Pools themselves are meta considerations, but the effects that spend and replenish Pools are not, and the characters do not have to pay opportunity costs for finding out whether they can do something. So a player can easily narrate how his character tries to fire off his killer combo, realizes that he's not up to it, and tries something else, all without losing an action or whatever to his ignorance. Or he can just decide that the character is aware of his condition all the time - the Pool score itself is a meta consideration, but part of that consideration is that the player gets to decide how his character handles himself in relation to his powers.

When I say that effects that drain Pool are in-fiction considerations, I mean that each has a specific mechanism and reason for doing so, and thus is handled separately. If I had a magical psychic vampirism effect that drained a character slowly over a period of days and weeks, then it'd be reasonable that the character wouldn't notice it. If I had a "ray of weakness" that I shot a character with, presumably the character would notice something. Thus, "in-fiction".

Pools being meta considerations, on the other hand, means that there are no rules-based constraints on narrating how tired or whatnot characters are. A character with an empty Vigor Pool can be tired, rested, not getting any action, getting plenty of action, starving or whatever is appropriate in the fiction. When and if the Pool fails the character, the player or whoever cares to narrate explains the failure on the spot with whatever is at hand - as with most any mechanics in the Solar System, you only ever need to have the two align when the mechanics are used to determine the fiction or vice versa. Rest of the time worrying about what the mechanics "mean" is speculation; useful speculation or useless, perhaps, but that depends on whether it's inspiring something or not.

The rules say that characters with low or high Pools tend towards certain natural qualities - high Vigor characters are buff, that sort of thing. This is a purely voluntary suggestion for assigning characters with Pools, the rules do not require a character to conform. I'd find it very interesting to play a buff fantasy barbarian with Vigor of 2 or 3. He'd be constantly looking to refresh.

… which would very much fit a certain barbarian trope to begin with.

IMHO Pools are less tied to direct interpretation than attributes in other games.

Pools have in the past been abstracted as a 'meter for self control' – this can be either bound to natural/intrinsic ability (like being buff/lean/sharp minded) or it could be – on a metaphoric level – a certain kind of luck as in 'getting along with people (high instinct)/stumbling on clues by chance(high reason)/being too stubborn to give in to wounds (high vigor)'.

So, depending on a given players' concept, Characters may feel their pools depleting, or they might not. It is, to a point, kind of what is called 'Trapping' in Savage Worlds.