So if you've played the browser demo on the pre-order page, you'll notice that there's this "Now Loading" screen. This screen is used whenever the game is fetching data from wherever.
It also means that you could potentially have a loading screen whenever you want, such as when you're trying to pre-cache some assets before you enter a map or battle, or you're getting the engine to do some heavy-lifting.
Of course, the default loading screen is just an image, but that doesn't mean you won't be able to, for example, play an animation, or display some other image, or perhaps even display some sort of relevant, context-specific image depending on what you're loading or where you're going.
If loading takes a long time you could even have them amuse themselves with a mini-game.
What kind of things can you do with a loading screen?