In the "Introduction to the Songs of Innocence," the speaker is a piper. He is a pastoral figure playing songs of "glee" or joy as he wanders around a wild valley. He sees a child sitting on a cloud, who asks him to play him a song about a "Lamb." The piper responds by playing a song of "merry cheer."
The Christian context of this opening poem might not be be as clear to a current reader as it was to one in Blake's time. The child on the cloud is most likely Jesus, which is suggested when he asks for a song about a "Lamb." A capital-L lamb would refer to Jesus, the Lamb of God, so the piper would be singing a song about Jesus to Jesus. It is a song of merry cheer because it covers what most Christians would understand as a happy subject: Jesus, who brought redemption to humankind, reconnecting humans with God.
The broader context implies that the Songs of Innocence will be about happy subjects and the hopeful and joyful side of life, songs appropriate for children to hear and appreciate. That this is, at least in part, a fantasy image of life is implied by a piper being an imaginary figure from Classical poetry: in real life, happy pipers didn't wander the English countryside.