Welcome to our frame narrative. First, our unnamed narrator introduces the frame for the story (the evening spent aboard the Nellie). Why do we start out like this? Well, because we have another narrator, we can stop Marlow's story and hear commentary on the Thames River and its surroundings. We also get some great little lines about Marlow's voice, with the implicit parallel to Kurtz. In short, the nameless narrator is an opportunity for more commentary, more connections, and more flexing of Conrad's literary muscles.
And then there's this little tidbit about Marlow:
to him the meaning of an episode was not inside like a kernel but outside, enveloping the tale which brought it out only as a glow brings out a haze, in the likeness of one of those misty halos that sometimes are made visible by the spectral illumination of moonshine. (1.9)
If the meaning of this story is similarly on the outside, then we need to be outside this story (i.e., on the Thames) to understand Conrad's parallels between the Thames and Congo Rivers, Europe and Africa, white Europeans and black Africans, etc. Pretty neat.
Obviously, the frame is crucial to Conrad's whole literary agenda. But once Marlow starts yapping away, most of the novel is told from his point of view. We have to ask: just how accurate is his portrayal of Kurtz as a madman? Just how frightening is the interior? Since Marlow clearly has point to make, and isn't above lying to make a point (as with the Intended), can we trust that he's being straight with us? And would it matter if he weren't?