What I did for my game is use events (The main character starts in a dream, and learns that he must travel to a city to rescue blah blah blah) and then he wakes up etc. etc. etc.
Is that the kind of intro you're thinking of? You'd need to make a room where the story would start off, and put an event in that room with 'Auto Start' as the trigger, and have whatever you want in that event. (Mainly messages, maybe pictures if you want)