Hello. I'm really a novice when it comes to using Quest and programing in general. Is there a way to add a custom loading screen?

Try adding a room before your first room, put the player in there, and have a one-way exit to your first room.
A loading screen is usually for a game that needs to load a lot of graphics or to set-up the environment before the game starts.
Quest shouldn't have that much to load when you start the game.
But this is an interesting idea!!!