The musical begins at the end: The Johnstone twins lie dead. Mickey accidentally shot Eddie and the police shot Mickey in response. Mrs Johnstone, their mother, attempted to stop them by telling the two brothers the truth about their origins. This ties into the superstition that Mrs Lyons invented, that:

“If twins separated at birth learn that they were once one of a pair they will both immediately die.”

While it was only made up to scare Mrs Johnstone, sadly it ends up ringing true because as soon as the twins find out they’re related they are both killed. The Narrator later, however, challenges the audience on this point bringing up that it could have actually been the social class divide between the brothers that led to this awful moment.

This first song not only sets up the premise but also introduces one of the main themes of the show: Comparisons to the life and death of Marilyn Monroe.

Marilyn Monroe’s career consisted of being a glamorous model, actress, and sex symbol. She was well-known in popular media. However, in the 1960s her career and personal life began to decline, and on August 5, 1962 her psychiatrist found her dead in her bedroom. She had taken her own life due to depression and anxiety.

Mrs Johnstone, throughout the show, draws comparisons between her own life and the life of others to the actress. Various men in the show compare Mrs Johnstone’s looks to the actress during high points of her life, giving her self confidence. She also, later, prays that her son Mickey will “…be OK, not like poor Marilyn Monroe”, implying that it’s during a time when Monroe’s career was in decline.
Drawing parallels to popular culture is a means for both the the speaker and audience to get a better feel for a situation. Practically everyone had heard of or has heard of Marilyn Monroe, and thus it’s an easy comparison to draw for Mrs Johnstone during her story to help listeners understand.