[Editted 8/12 to replace PanelGroup or panel with the correct CanvasGroup or canvas. Hopefully it makes more sense now.]
When I looked for how to adjust the alpha I came across a CanvasGroup component for the Canvas which seems to do exactly what we require without having to create a kind of black curtain across the front of everything.
Basically changing the alpha of a CanvasGroup component appears to affect the alpha for the entire canvas, allowing the whole thing to be simply faded in. Is this a new component with Unity 5, and so not in this course? Or is it a component which is designed for something totally different and it’s purely a fluke it happens to do what I wanted on my screens?