"Coach mark" is "Help overlay" in UX talk :-)
coach_mark.xml is your coach mark layout
coach_mark_master_view is the id of the top most view (root) in coach_mark.xml
public void onCoachMark(){
    final Dialog dialog = new Dialog(this);
    dialog.requestWindowFeature(Window.FEATURE_NO_TITLE);
    dialog.getWindow().setBackgroundDrawable(new ColorDrawable(android.graphics.Color.TRANSPARENT));
    dialog.setContentView(R.layout.coach_mark);
    dialog.setCanceledOnTouchOutside(true);
    //for dismissing anywhere you touch
    View masterView = dialog.findViewById(R.id.coach_mark_master_view);
    masterView.setOnClickListener(new View.OnClickListener() {
        @Override
        public void onClick(View view) {
            dialog.dismiss();
        }
    });
    dialog.show();
}
Adding sample of coach_mark.xml (to this excellent solution given by Oded Breiner), so its easy for ppl to copy & paste to see working example quickly.
Sample of coach_mark.xml here, change the -> drawable/coach_marks to your image:
coach_mark.xml
<?xml version="1.0" encoding="utf-8"?>
<LinearLayout xmlns:android="http://schemas.android.com/apk/res/android"
    android:layout_width="match_parent"
    android:layout_height="match_parent"
    android:orientation="vertical"
    android:id="@+id/coach_mark_master_view">
    <RelativeLayout
        android:layout_width="match_parent"
        android:layout_height="match_parent" >
         <ImageView
             android:id="@+id/coach_marks_image"
             android:layout_width="match_parent"
             android:layout_height="match_parent"
             android:layout_centerInParent="true"
             android:layout_gravity="center_horizontal"
             android:src="@drawable/coach_marks" />
    </RelativeLayout>
</LinearLayout>
And optionally use this theme to remove padding:
<style name="WalkthroughTheme" parent="Theme.AppCompat">
    <item name="android:windowIsTranslucent">true</item>
    <item name="android:windowBackground">@android:color/transparent</item>
    <item name="android:windowContentOverlay">@null</item>
    <item name="android:windowNoTitle">true</item>
    <item name="android:backgroundDimEnabled">false</item>
</style>