One thing that i was told before learning MVC was, 'Just forget everything about Webforms. It's old, and doesn't support separation actually.' Don't think about asp.Net webforms while learning MVC. MVC has a different life cycle.
An answer to your question is, MVC doesn't support Page_Load
or any event, and it all depends on what you want to implement. Here are few tips:
1.) If you want to implement something before View (UI or html page) is rendered, you can write logic in controller before returning the View.
2.) If you want to implement something in the process of rendering page, you can use razor markups. It is quite easy to use razor.
3.) If you want to implement something after Page has been totally rendered, you can use jQuery's document.Ready().
You can start learning MVC here: http://asp.net/mvc