Pop-up Window

I was wondering how I would be able to have a pop-up window.
When the player first enters the scene it will display the pop-up with info about the level and closed down by pressing escape. I have spent about 2 hours trying to do this with no luck so any help is appreciated. I have only a very basic knowledge of scripting.

Thanks, Jaimyn.

You can use the GUI system and create a window. See this documentation.