I don't think an intro movie would go with the feel of this game. I imagine starting a new game should have you, the commanding officer of the newly-formed international anti-alien unit, the "Xenonauts", being briefed on your mission. Have a few documents which sets up the back-story with accompanying photos and which tell you all about the Iceland Incident. Have it all be a bit dry to go with your first view of the geo-scape. With a intro movie, no matter how low-key it is, there will be a disconnect between when it ends and when you start playing by staring at a map. With a simple briefing the start will seem a bit abstract, you place your base, you wait a few days, you cut to a radar screen, you shoot down a plane, you finaly get to the ground combat and you think" oh my God, this is scary".