First lines have to reach out from the page, wrap their steely fingers around your throat, and squeeze until you turn blue. Why? So that your work can jump off the slush pile.
It's not easy. It requires economy of words, and a strong understanding of your story.
I follow a number of agent blogs and one of them Jennifer Jackson publishes statistics about the number of queries she receives each day, and how many partial or full manuscripts she requests from those submissions.
The numbers are quite sobering. Last week she received 219 submissions and requested 2 partials. The number of full manuscripts requested was zero.
Of course there are a number of factors that don't relate to the quality of the work that affect those numbers, but you can imagine how jaded you would get looking through that many. Anything that is remotely negative or even neutral will almost certainly be tossed aside.
I am sure a lot of the submissions were for areas she doesn't represent, topics that she has no interest, or just plain bad submissions. But with numbers like that there had to be a number of submissions that were good, just not great. Especially in today's market, submissions have to be great and it has to start with a great opening.
One mistake that I have seen recently is that budding writers try to copy or mimic the beginnings of established writers. That can be a mistake. You see, it depends on how established the writer is at the time of the book you are reading. I have found that the more established the writer, the worse the start of their work. This is not always the case, but I have heard a theory about why this happens.
Early in their career these writers did have strong beginnings, but as their readership gained, they no longer had to pull the readers into the story. The readers were clamoring for the next book. They would read it no matter how dull the story started. If you are going to copy a beginning from an established writer, make sure it is one of their early works.
I strongly believe that you cannot finish the opening chapter until the rest of the book has been completed. But that's my writing style. I have an idea of the story, I usually have the end scene in sight, but things change, characters deepen and only when I have the second or third draft of the story do I feel that I can finish the first chapter, let alone the first line.
Write your story, read it aloud, re-write the parts that don't work, and polish, polish, polish the beginning.