Charlie over at Inside The Missouri Review explains how crucial the first page is to a reader of literary submissions:
Fiction staff members at TMR read at least twenty fiction submissions per week; we also read stories that get passed at the weekly meeting, and we read for our classes and for teaching. We also have to read and review a book during the semester; many of us also try to read (and write) outside of our academic responsibilities. I mention this not to generate sympathy, but to give a sense of how we approach the submissions we read. The first page of a story is crucial.
Our editor Speer Morgan once said in a class that the first page of a story should be like the moment a boyfriend meets the girlfriend’s parents for the first time: be yourself, but don’t show off your worst side. Don’t try to shock the reader. I see a lot of this; I also see a lot of stories that try the inverse, lulling the reader by trying to keep all surprises for later.
If the goal of fiction is not to answer the old questions but to ask them in a new, surprising way, what a first page should do is present the reader with questions that keep him/her reading. If first pages don’t do that in the submissions I see, I put them aside for other material.
He mentions Maud’s post about intriguing first lines and responds with some of his own favorites.