TCP and TLS handshakes
The browser opens a reliable, encrypted channel before it dares to send the request.
First, TCP. The browser and server do a quick three-step intro: the browser says "hi" (SYN), the server says "hi back" (SYN-ACK), the browser says "got it" (ACK). Once that's done, both sides know the line is open and can start passing messages reliably.
Then, because the URL starts with https://, they do a second handshake for TLS, the encryption layer. They agree on which version of TLS to use, the server proves who it is with a certificate, and together they generate a shared secret key. From that point on, everything they send is scrambled so no one in between can read it. Modern TLS does this in a single round-trip (and zero round-trips if you've connected before), and the same connection then gets reused for every file on the page.
Takeaway
Setting up a connection is mostly time spent waiting for messages to bounce back and forth. That's why latency (how long a round-trip takes) usually matters more than bandwidth for how fast a page feels.