That's actually a good idea. I was initially thinking to have a cutscene before the game starts, although dialogue is a very good idea. Why do you ask?
-saladsquid
The premise made me imagine it having some written backstory. If its one character, then he or she can have a few dialogue barks. Like observing the puzzle difficulty, or the erieness, or the goal of the game. Have a few quips for comedy relief.
If that is something you want to consider, do let me know. I would at least take a closer look at what you have before going forward.
-Matthew