Yeah so like we are walking along this road, but I don't know why we are here or any history about the area. In the end you mentioned the name of the character but I didn't even know if that was me since I didn't know anything about my character before I started. That sort of stuff makes the monster and world feel more alive and interesting.
So If I remember right we started next to our car and we got out to walk along the road? So maybe a short cutscene before we begin where the radio is playing and you hear a radio show talking about the local area. Maybe they mention how there is some old folk tales about a monster stalking the forest or maybe a person calls into the radio show and mentions how they saw the monster and got away? These are just some ideas of how you could integrate story into the game without doing the "paper with information randomly strewn about" thing.