Holden starts right off by letting us know that he's in control of the narrative. He's only going to tell us what he wants to tell, show what he wants to show. Details bore him; he just wants to present us with the broad brush-strokes of his life story. His reference to "madman stuff" indicates that he's presenting us with almost a psychological case history, a psychiatric report. This is entirely appropriate being as how Holden's wound up in an institution.
The opening paragraph immediately gives us some idea of what kind of character we're dealing with. Had Holden gone into the kind of detailed description of his upbringing—the David Copperfield crap, as he so eloquently calls it—then other people, such as his parents, would've taken center stage. And that's the last thing that Holden wants to do at this point. He wants to be at the heart of his own story, and that means, among other things, that he must concentrate on all the "madman stuff" as he calls it.
Halfway down the first page, in the first paragraph, Holden explicitly says, "I'm not going to tell you my whole ****** autobiography or anything"(1). "I'll just tell you about this madman stuff," he continues in the next line. In this opening section of the book, the narrator makes a reference to David Copperfield, too, and calls it crap. This suggests that he won't be going into details about growing up under an unjust whip as seen in many of Dickens' tales. He admits that discussing such "crap" bores him and that he just wasn't in the mood to tell the reader about his growing up years before high school. The reader certainly gains great insight into the main character and narrator of the story right from the beginning, as well as a direct announcement that it won't be his life's story.