
You can fade in the particles using the Color Over Life Controls. Move the arrow for the first color to the far left of the color slider, then change the color to black, and set the Alpha to zero. Then click on the color bar and create a new color arrow(the pointer will have a little plus sign next to it when you can create a new point). Then slide that to the end of the color bar, and click it. Change the color to whatever you want.
Now over the lifespan of a particle, the color will change from transparent to the color you chose.