The introduction is one of the most important pieces to a story. It’s the reader’s first impression, and whether or not they will continue reading depends heavily on how you do it.
When you open, make sure you set the scene. Show your reader where the character is, who is with him (or is he alone?), what he hears, what he sees, what he feels through touch, and how all of this affects him. Maybe the lady giving him eyes over there makes him nervous but he’s trying to ignore it. Maybe the sound of traffic is keeping him awake. Or maybe he smells something odd and can’t place what it is. What time is it? What’s going on?
Appeal to all the senses. Imagine that you yourself are standing in the character’s shoes, and describe whatever you can, but don’t overload on a bunch of unnecessary details. We don’t need to know what color jacket the person who just walked past is wearing.
The introduction should also include a sort of hint to what the rest of the story is about. This is the beginning of the adventure.
ANOTHER TIP: A lot of writers want to jump into action right at the first sentence or paragraph. There’s nothing wrong with this at all; in fact, it’s a great way to keep your reader interested — if it’s done right. Don’t make the opening scene so full of action that you can’t weave the necessary devices of an introduction into it (such as character introduction, scene setting, etc.)
For more on Character Presentation, see Character Presentation.