In short. I would expect the answer to your problem to be something along the lines
of building a matinee sequence into the first level loaded by your game.
At the end of this sequence, load the next level, which will probably be your main menu.
Then have an option on this menu start the play section of your game.
You don’t even need the first bit to be a sequence of any kind, i’m just interpreting that to be what you meant. It could be anything really.