I'm having the same dilemma. My thought is, if you're going to open with a story, it has to be extremely well-written and relevant. I think the overarching point is to make sure the adcomm gets to know you, and if you can do that in a straightforward way without a story or 'hook', they wouldn't respect you any less, I would think. Any story I begin with tends to come off as editorial and ultimately irrelevant to the question. My prompt is fairly basic, in essence: Why do you want your degree here, and what are your research and career interests? If you're like me and after months of thinking on why you are fascinated by authoritarian regimes and civil society development, it might be better to just jump right in.