As far as I know all you have to do is go to
PC:
C:\Users\<username>\Documents\Elder Scrolls Online\<versionyouplay>\
MAC:
~/Documents/Elder Scrolls Online/<versionyouplay>/
(where <versionyouplay> is "live" for the US Megaserver or "liveeu" for the EU Megaserver) and open the file "UserSettings.txt" there. Find the line which says:
SET SkipPregameVideos "0"
and change it to
SET SkipPregameVideos "1"
That should do the trick