I'm not sure that's really necessary. Don't you have all that information by the end of chapter 1 anyway, or chapter 2 at the latest? Plus you don't want to dump all the lore on someone at once, since that breaks immersion and is often overwhelming.
The intention is to make the beginning feel snappy and introduce the world as the player plays.
Maybe some sort of intro cutscene? Just a quick "who is Mila, what is Nocturna, and why are vampires bad?"
