Where to find Funnel Stage Dates

I understand it is possible to find the number of leads, and number of days in each sales funnel stage, so in turn there should be a way to identify the start-date and end-date for each stage.  In particular, I am trying to find the date that the lead MQL'd.  Is this a Marketo systematic built-in date, or is this something we define somewhere, or is this actually a completely custom field?  We are trying to be able to report on each sales funnel stage, which from many of your marketing videos, looked like this was a definite possibility.  The question is, does this mean we have to create and define all of the parameters to make this happen, or do we merely need to define/populate Marketo fields?