Here's a transcription of the famous 4-bar intro (click to enlarge):
It is comprised of just two chords. The first chord is a second-inversion C major chord, and the second chord can be thought of as a first-inversion D9#11 (though it lacks the root). Using an enharmonic spelling, it could also be thought of as a third-inversion Ab7#5, but the D9 interpretation seems more fitting, if slightly incorrect, considering the D7#11 chords found later in the head.
These two chords are covered by the left hand, and the right hand plays melodically above. The right hand covers the span of a minor sixth, connecting E to the G# below with a glissando. The minor sixth is notable in that it is just a half step smaller than a major sixth, which is found in the first few notes of the tune's melody (G up to E). The introduction's minor sixth, in a sense, creates tension (as does the whole-tone color produced by the #11 chord), which is subsequently resolved on bar 1 of the head.
Have a listen to Duke Ellington and his orchestra playing 'A' Train (begins at 0:12):
