I just celebrated my second year at Microsoft (see "Redmond Monsoon Season / Some New Directions").
That aside, no one ever tried this bit of hazing on me when I joined Microsoft. However, I heard about it from multiple sources: despite that, it could be a thing of Redmond legend.
As I heard the tale, you've just joined Microsoft, been through new employee orientation (NEO; your first week onsite is in this three-day meeting) and you're settling in your office or cubby. You're setting up your shiny new PC with all the MSIT stuff on ProductsWeb and the phone rings:
"You have a meeting in Building 7 in 30 minutes!"
You grab the nearest map of campus (online or printed; it doesn't matter) and note the group of 'X" shaped buildings, 1-8 in the center. You realize it's walking distance, so you set out straignt away.
Not that you would know this in your first week, but there is no building 7.
The thinking person would assume it'd be in the group of buildings 1-8, but it isn't.
CIO says more in "The Mystery of Microsoft’s Building Seven Lives On".