I don't know if anybody else is aware of this, so I figured I'd just post it here.
Within Shenmue, there's a variable named 'STEP' which is pretty much keeping track of the progress you've made in-game. So, starting a new game gives you a STEP value of 0 (or 0.0 to be precise). Once you then complete the entirety of the intro sequence (watch the cutscene, see Iwao's death, speak to Ine right outside of Ryo's door etc etc) and then speak to Fuku-san in the Dojo, the game sets this variable to 11 (1.1; STEP / 10).
The reason this is even just slightly related is because this value is how the game picks certain tracks to be played. You can see this with this formatting string which is then passed on to a function which plays the audio file/track:
fre%02d00.snd
So if you have a STEP of 1.1, then fre1100.snd
will be played.