As it's name suggests, this level is an introduction. The narrator will introduce you to Sackboy, and the background will consist of photos of all of the game's creators. Run right and jump over the obstacles then roll the blue object to the hole. Run up the stairs to see the first instruction movie.
You now know how to use the square menu and change Sackboy's Costume. Run towards the checkpoint (round door encircled with light) and watch another movie explaining how to control Sackboy's mimics and the rest of his body. That's pretty much whole introduction - you will gain access to your personal pod which will serve as your base of operations. Press square to access your pod-computer. You will now have access to the first episode called