If you want to disable the Whats New app on your Sony Xperia Smartphone after updating the firmware to Android Lollipop 5.0.2, you can do so as follows without rooting:
Connect your phone via USB cable to the computer
Enable Developer Options and USB Debugging on your phone. Start the adb shell as in the post.
Once you have enabled Developer options, you can disable the Whats New app as follows:
Open a terminal window on the computer.
Enter the Android shell of the phone
$ ./adb shell
<enter>
List the packages to look for the name of the Whats New app
$ pm list packages | grep entrance <enter>
Hide the Whats New app. In Android KitKat, the key word was block in place of hide
$ pm hide com.sonymobile.entrance <enter>
Cross-check to see if Whats New app is still in the list of active packages
$ pm list packages | grep entrance <enter>
If you do not see the package in above list anymore, means you have disabled or hidden it successfully.
Exit adb and reboot the phone
$ exit <enter>
$ ./adb reboot <enter>
The phone reboots. Disconnect the phone from the computer, disable USB Debugging and check if you see the Whats New app icon in the apps on the phone. If not found, then you are done.
Note the above was done on a Ubuntu computer. You can also use adb on a Windows computer.