Whether you think about them or not, they're part of the ritual. The one in which you've picked impatiently at the translucent plastic wrapper of a new game, drawn the curtains, flipped the console and TV on, and you're ready to load for the first time. You've allowed the splash screens and introductory movie to run their natural courses, and as your anticipation reaches its peak, the 'Press start' screen finally appears.
Though your mind will be on the game itself, that start screen is speaking volumes. Will it magnanimously allow you to press X instead of start? Will it instigate another loading screen? What sound did it make when you pressed the button? What typeface was used for the text? What's the start screen for, anyway?