When I started the game I saw the immersive intro cut scene to really establish a mood (I really digged it!). My friend however did not see this and was plopped straight into the world. I would suggest to show the cut scene to all players who join for the first time (or maybe only those who haven't seen the cut scene before, e.g. it's their first game).
In addition, it's already been suggested many times, make the intro skippable perhaps by long-pressing a certain key.