Display video at the start of my game?

How can I display a video when my game starts? I know there’s a watermark option but I don’t need a static image but a video. Thanks in advance.

P.S. I tried making a scene and displaying the video on a textured cube but it messes up the quality… Is there any other way??

Using the video as a texture is the way to go (just make sure that Quality is set to the highest level if required). From what I’ve understood higher resolution than 720p might become tricky to get good results from. Remember that your project increase in size alongside quality of a movie.
See Movie Texture for more information.