Which play are you referring to? In Antigone, his intent is to intrigue the audience to listen to this story about Oedipus' daughter (and the rest of his family as well). This was the third of Sophocles' Oedipus plays, but the first one he wrote. He built some backstory so that audiences would be intrigued to see the other plays. Also, opening with dialogue gets the audience right into the action by allowing them to see and hear relevant characters and be invested in their conflicts.