Encountering an error importing React on index.html file

I am currently learning React. I am running into an issue though. Whenever I try to open the index.html that it creates, the JS portion of the file doesn't load. Under console I am receiving an error with the first line:

import React, { Component } from 'react';

The error it produces is "Uncaught SyntaxError: Unexpected identifier"

I am fairly new with React so if there is anymore information needed, please let me know.

Thank you