The first paragraph of a story requires

The first paragraph of a story requires a reason to read the second paragraph of the story.

Such as:

1. A charming character. By "charming", I mean anything that would cause the reader to want to spend more time with the character. e.g.
1. Likeable
2. One with which reader can identify
3. One who is intriguing by being very different from reader or anyone reader is likely to know well
2. An interesting world. e.g.
1. Life of Crime or others on Edge of Society
2. Life of Privilege from which most of us excluded
3. New sort of fantasy or science fiction setting
4. Old sort of setting made appealing by writer's descriptive powers
3. A charming, amusing, or unusual Point of View:
• Jane Austen — "It is a truth universally acknowledged, that a single man in possession of a good fortune, must be in want of a wife.
4. Impressive prose. That killer first sentence, e.g.
• William Gibson — 'The sky above the port was the color of television, tuned to a dead channel.'

That killer first sentence is great if you've got one in you, but not necessary. To quote a Tweet that I can't find at the moment: The way to begin a story is to start telling the story.

And while I'm at it:

• Don't subject your character to a long series of perils without giving the reader a reason to care enough to want to follow the character through the adventure. Adventure or peril by themselves are insufficient.