I double dog ditto the advice that many people are giving: Read openings; notice what draws you in, what does not, what repels you.
For the people giving that advice (including me): In your own reading and analyzing, what have you noticed about what works for you and what does not?
I don't have a good answer yet. Let's see what I can learn from my all-time favorite opening:
I am doomed to remember a boy with a wrecked voice--not because of his voice, or because he was the smallest person I ever knew, or even because he was the instrument of my mother's death, but because he is the reason I believe in God; I am a Christian because of Owen Meany.
What makes this so powerful for me? I don't know exactly. Probably the sheer weight of a number of factors, mostly questions that I
must have answered: Why "doomed"? How did Owen Meany kill the narrator's mother? How do you sustain a close relationship with someone who killed your mother (even if it was an accident)? How did Owen Meany cause the narrator to become (or remain) a Christian? What wrecked Owen Meany's voice? What makes his wrecked voice so important that it's the first feature the narrator describes (well, second: first we learn he's a boy)?
That's a lot of questions raised by a single sentence. Often such a barrage of questions overwhelms me more than captivating me. Why is it so compelling here? I think it's because the sentence is written with such precision--word choice, structure, rhythm, brevity (yes, I mean brevity: not a single word is wasted)--that I immediately and completely
trust this author. I trust that the author will in due time answer all of those questions. And given the sheer audacity of both the structure and content of the sentence, I trust that it's going to be a hell of a ride.
So: Raise compelling questions in the reader's mind. Do it with a precision that invites the reader to trust you.
Dale