Conrad's use of a frame narrative in Heart of Darkness—a story within a story, as it were—enables the author to distance himself from the horrors of colonial exploitation while at the same time giving him the opportunity to describe them in some detail. In other words, the frame narrative allows Conrad to have his cake and eat it; he can tell the tale while remaining apart from the action in the form of the frame story's unnamed narrator.
This is an especially appropriate narrative technique when one considers that Conrad is dealing with one man's experience of colonial exploitation and how it affects him. As this experience involves a gradual process of disillusionment, it's only right and proper that the story begins not from the point of view of Marlow, but from that of a narrator whose complacency about the values of Western civilization needs to be challenged in no uncertain terms.
In that sense, one could argue that the narrator of the frame story represents the opinion of the average Englishman—someone with an unthinking regard for the imperialist project, whose dark side remains unknown to him. That being the case, it is important to ease the reader into the story, drawing them gradually into the action instead of starting right in the middle of Marlow's steamboat journey up the Congo.
Instead, we start off on the calm, civilized Thames, which is where most of Conrad's readers would've felt right at home. Once they've been lulled into a familiar landscape, they can be drawn into a tale that becomes ever more disturbing as the story progresses.