Notice this strategy for beginning from “Ghosts and Empties” in Lauren Groff’s collection Florida: “I have somehow become a woman who yells, and because I do not want to be a woman who yells, whose little children walk around with frozen, watchful faces, I have taken to lacing on my running shoes after dinner and going out into the twilit streets for a walk, leaving the undressing and sluicing and reading and singing and tucking in of the boys to my husband, a man who does not yell.” Good first sentences, like this one, contain tension (both within and external to the character here) and something at risk (the narrator’s relationships, maybe, and sense of self almost certainly).
Notice this first sentence from later in the same collection: “The storm came and erased the quiet. Well, the older sister thought, an island is never really quiet.” The sense of tension, as in the world being more complicated than the first sentence might suggest, at least to these characters, is something these two sentences from Florida have in common. It’s a good strategy, one Groff uses often.
Finally, characterization also begins immediately, along with plot. Because the tension (sense of self in one sentence and a storm in another) is important to the characters and their actions or situation, the beginnings also provide an implied question and so the impulse to move forward into the story: how will the tension be resolved?