I've had the same issue since phase 1, reported it every time, and it's still the same. Quite a few people have had the issue, it basically won't load up the intro movie.
What you need to do (if you're on windows 7), My computer>Documents>My Games>Final Fantasy XIV A Realm Reborn>FFXIV (cfg file)
The FFXIV file can be edited with notepad, scroll down to CutsceneMovieOpening 0
Change the 0 to a 1, and now the option to play the movie appears in the start menu, just hit start and it'll skip the movie and bring you directly to the character selection screen.