The game starts out with a short intro in which your father's bakery is blown up. You then play as your father long enough to beat up a few guys.
After beating up the guys, you will then go to a cutscene in which the attacking mobsters gun you down. You then see you as a kid and Don Corleone tells you to save your anger, that you will get revenge when the time comes. After this, you are given the chance to customize your appearance.