I dont know if this is just me but ever since updating to the latest server build 1.8.3.4235-2d20185b0, i keep getting the first time setup every time i go to plex. I have tried a fresh install of plex and also a fresh install of the whole os but it wont stop doing it. To avoid this issue i just went back one version and it no longer does this.
I believe this thread addresses this: forums.plex.tv/discussion/286054/plex-keeps-redirecting-to-the-initial-setup-page#latest
