Certain important parts need to be included in your first paragraph. Your character, conflict, specific use of details and credibility should be included. What you choose for your first line can come out of these, but needs to be an eye opener so your reader will want to continue reading.
Character: Your opening should give the reader a person to focus on. In short stories, the person will appear almost immediately and become an integral part of the story. In a novel, the main character may take a little longer to appear, but someone interesting should be on hand for the reader to focus on.
Conflict: The point to remember about conflict is that something isn't going as it is expected to go. Your readers should suspect that as soon as the first few paragraphs. But calling for conflict doesn't mean that the first sentence has to have a body hurtling past a sixth story window (but then again, maybe it will?). In some stories, there may be overt conflict with man against man, or man against nature, etc. In other stories, however, it will be on a smaller scale; family strife, romantic misunderstandings, economic gain or loss. The conflict may be so subtle that it exists solely inside the skull of one character. No matter what kind of conflict there is, it should be hinted at in the beginning, even if it won't be developed until later.
Specific Use of Details: Effective beginnings make use of specific details. These may be details of speech, setting, characters' thoughts - anything relevant. The right details gain you three advantages.
- Details anchor your story in concrete reality.
- Details set your opening apart from hundreds of others similar to it.
- Details convince the reader you know what you're talking about.
With all these in mind, we get back to our first sentence. We have to make our character credible, through the specific use of details and conflict. Can you write a sentence? Maybe even a paragraph? This will blossom into the beginning of a new story and perhaps a new novel. Good luck with your next new sentence. It won't be a dark and story night...