One key scene in The Player is the opening scene with the really long take. One reason why this scene is important is because shows how Altman uses satire. During the long take two people mention a movie that had a 6 min long take. It was in the begging of the opening scene so when you heard it you are watching to see when the cut comes in.
Another reason why this scene is so important is because it demonstrates how Altman uses sound. The sound of one conversation will overlap with the sound of another conversation. For example when the audience hears a movie pitch to one of the producers then during that conversation you hear two other people talking and the camera pans to the new conversation.
Another reason why this is an important scene is because it sets up the rest of the movie. Some of the conversations give away key parts of the plot. For example in one movie pitch, they talk about a political thriller with a heart, and they say that of course someone has to die in the end. So the audience knows the movie is going to be a thrill ride. Also Altman get you thinking that someone is going to die even though the story is changed to have a happy ending just like Habeas Corpus.