The show typically begins about 15 minutes prior to a 9 AM opening. After the train bit (and another short song), they let you on to Main Street. However, the ropes are still up at the end of the street (and the Adventureland and Tomorrowland bridges). At 9 AM, a CM will walk people through into the rest of the park. When I last went, we were on the Adventureland side, and the CM's actually split up telling the people for Pirates should follow one CM, while the people for Splash or Big Thunder should follow the other CM. As we entered Frontierland, a few of the Splash Mountain characters were on hand to greet people on the bridge near the Splash entrance.