Example of using the pmpro_confirmation_url filter to change the PMPro confirmation page for new users.

my_pmpro_confirmation_url.php

<?php
/**
 * Change the membership confirmation page for new members only
 *
 * You can add this recipe to your site by creating a custom plugin
 * or using the Code Snippets plugin available for free in the WordPress repository.
 * Read this companion article for step-by-step directions on either method.
 * https://www.paidmembershipspro.com/create-a-plugin-for-pmpro-customizations/
 */
function my_pmpro_confirmation_url($url, $user_id, $level) {
	$already_member = get_user_meta( $user_id, 'already_member', true );
	if( ! $already_member ) {
		update_user_meta( $user_id, 'already_member', 1 );
		$url = home_url('/my-dashboard');
	}

	return $url;
}
add_filter( 'pmpro_confirmation_url', 'my_pmpro_confirmation_url', 10, 3 );