I know that the saying "Don't judge a book by its cover" might be most applicable to fangames when someone is viewing the forum post, but I think it also applies to the first few events in the game. For me, I need to complete the intro/first few events that happen in the game so I know I've set the tone the way I've wanted. So before you even open RMXP, I would have a good idea of what you're intro is going to look like. You want your intro to entice the player, and just coming up with it on the fly is not going to make the player want to play the game more.
So what does a good intro look like? It really depends. One of the rules that I've learned quickly though, is that shorter is normally better. Pokemon games are notorious for having the same, long and dry cutscene. The moment I open up that fangame and I even see the default background, I think to myself, "oh boy, here we go again." So I would open a game just like how you would open up an introduction for an essay. You could give a quote, ask the player a question, or just say something that is out of left field that engages the player.
After the intro, I would work on whatever comes next. The longer you can keep the player thinking "hey this game is so cool because I'm so interested in what's going to happen next," the more the player is probably going to like the game.
Of course, these are just my ideas and there are definitely people who probably have better ideas than me, but this is my approach. We're all always looking to learn and improve, so it's great to hear everyone's approach to the creation process.