And once removed from the matrix our minds would have to face the harsh reality that everything we owned, everything we did and everything we prided ourselves on were just dreams, made realistic by a computer program. This harsh "withdrawal" from the known "truth" is seen by Neo in two parts of the film, the first time it is occurred is when he comes out of the loading program and slurs the words "I don't believe, I won't believe it, let me out." This sense of "withdrawal" is also seen when Neo is in the car going to matrix and Neo says "I have these memories from my previous life, none of them happened".
The first scene establishes to the audience that the matrix is more than just some gun shots and a few fights. In this first scene we are introduced to a series of characters. We meet this sly talking devious character that goes by the name Cypher, in only the first few moments we are already aware that he is not to be trusted, as he symbolizes the Judas in this film. We then hear the voice of Morpheus, a mysterious, "all knowing" and "father like" figure that symbolizes God. Like a father he informs Trinity about the agents, and in a demanding deep tone he reprimands her "you have to focus Trinity," and "You can make it!" he then commands her to "Go!" Trinity, the superhuman fighter with equally super jumping skills that can be symbolized by the Holy Spirit is the next character that the audience is introduced to. Finally we are confronted by the ones they call "agents"; these agents possess superhuman strength, extreme agility and the same jumping skills that Trinity possesses, in biblical terms these agents symbolize demons.
The Wachowski brothers have used these agents to give of a sense of authority to the viewers; they have achieved this notion of authority by making them look like a CIA agent. Later in the movie we find out really how much control these agents have, being plugged into the matrix means that these agents are able to inflict mutilating torture with just a word.