Splashスクリーンのフェイドアウトの例

using UnityEngine;
using System.Collections;
using UnityEngine.UI;

public class SplashScreenScript : MonoBehaviour
	
{
	public Image myPanel;
	float fadeTime = 2f;
	Color colorToFadeTo;

	void Start() {
		colorToFadeTo = new Color (1f, 1f, 1f, 1f);
//		myPanel.CrossFadeColor (colorToFadeTo, fadeTime, true, true);
		myPanel.CrossFadeAlpha (0f, 0, false);
		myPanel.CrossFadeColor (colorToFadeTo, fadeTime, true, true);
		StartCoroutine (GoToPlay());
	}
	IEnumerator GoToPlay(){
		yield return new WaitForSeconds (fadeTime);
		Application.LoadLevel ("Play");
	}
}

Alpha値とは色の透明度のこと
docs.unity3d.com
docs.unity3d.com