uhh.. If you want it to be the first room in the game you need to place obj_IntroGuy
EDIT: Dont forget to delete the object in other rooms! Otherwise bad things will happen!
EDIT EDIT: It does nothing?????? Further investigation needed.
EDIT EDIT EDIT: WAIT NOPE! Thats not it! you need to name the room room_intro
EDIT EDIT EDIT EDIT: Forget it.