Is it possible to display page before drupal starts. for example displaying a nice jQuery animated page first and then after some time, loading drupal or providing a link to the drupal site on that animated page.
To precisely answer your question, Yes. If a file exists, drupal will not get involved. Therefore, if, for example, you went to
splash.php existed in your web root/directory, it would be run without drupal getting involved. In there, if you had a link to
www.yourhost.com, where drupal's
index.php exists, then upon clicking that link, drupal would bootstrap up and do it's thing.
If this is not what you are asking, you could investigate the Front module that allows you to have different front pages based upon roles. Here, you could, for example, have a fancy splash page for anonymous users that goes away after they login.
If that doesn't work for you, then you could fake this out in a custom module using your own custom logic in either the
Before Drupal bootstraps, it cannot output anything. The only output before Drupal bootstrap can come from a PHP file that doesn't use Drupal, or a simple HTML page that show the jQuery animation.
Serving the initial page from outside Drupal, and then redirecting the user to the Drupal page doesn't give any performance gain, as Drupal is bootstrapped in any case. Drupal would help, for example, when the animation needs to be presented to specific users (e.g. anonymous users, users that log in on Drupal for the first time).
As modules, there is the Splashify module. I have never used it, but from the description, it seems suit your need.
Display a splash page anywhere on your site by redirecting the user, showing a lightbox, or displaying a popup. This module is designed to be search engine friendly, mobile device friendly and offers multiple configuration options.