Cec Murphy is running a great series on his site. The topic is writing a good beginning. I have enjoyed the series and I would recommend that readers start from the beginning of the posts and read all of them.
Last words on first words.
One way to learn to write good beginnings is to see how the professionals do it. Although some do it better than others, I learned a great deal about beginnings by reading only first paragraphs of half a dozen books every day for a week. Click here to learn more.