How to make a GUI visible for a player that joins? (Like a loading screen)

See, you would first have to put it inside the startergui as that clones when a player joins, inside the screengui, turn of 'ResetOnSpawn' as that would make it pop up when you die. (Or respawn).

To destroy it use a local script inside the gui

wait(3) -- Waittime before it destroys
script.Parent:Destroy

To change a text for example you could do something like that too

wait(1)
script.Parent.Text = 'Made by Kyno Studios'
wait(1)
script.Parent.Text = 'Welcome in the game!'

You could make it a lot harder but these are the basics. Someone answered with a PlayerAdded function, but you should ignore that as putting it in the startergui is way easier. (You would need cloning with his answer)

So you have to use a script that does something to the player when the player connects

For example

game.Players.PlayerAdded:connect(function(player)
    print("A new player has connected")
end)

Just replace the print script with what the player gets when he connects. If you have any questions feel free to ask :D