You can go into the Audio settings & adjust the master volume / music volume. You could also adjust the amount of volume coming out of the game itself through Windows by opening volume mixer. However, I'd just adjust the volume in-game.
@AMURKA I'm not sure whether or not it's the music or master volume. It honestly doesn't bother me, so I haven't had to look into which one it is.The audio settings there may not even affect the intro, but that'd be my first guess.