Your Gateway

Monica leaned against the window and gently pressed her cheek on its icy surface. She stared out into the cold night, watching lonely snow flakes drift to the ground. She imagined for the hundredth time that she would see him running through the snow towards the restaurant. He would see her and smile and at that moment her heart would melt. But there was no one there. The night was silent and still. When the waitress walked by Monica sat up straight. The woman glanced at the empty seat across from her, then smiled half-heartedly and kept walking. Monica pushed her menu away and rested her arms on the crisp white table-cloth. She fought back the tears that shrouded her vision; he wasn't coming. 
The first paragraph of your story is the most important. While reading this paragraph, your readers will decide mentally whether they want to keep reading or not. Your goal is to draw the reader into your world; make them relate to your situation. Explaining background isn't necessary yet, just start and let the reader figure out what's going on. Show, don't tell. Put them into the action.
Consider:
Amy walked into the train station. She was going to take the 2:30 train to Baltimore to see her parents. She was almost late. The line at the ticket desk was long. She looked at her watch. It was 2:25. The next train wouldn't arrive for another three hours. She had told her parents in her letter that she would be on the 2:30 train. She couldn't be late. 
Versus:
Amy shifted on her feet and peered down the long line to the ticket counter. She sighed when she looked at her watch; it was already 2:25. She had only five minutes to get her ticket. Frustrated, she dropped her worn carpet bag on the bench beside her and pulled out her mom's letter. "It was so good to hear from you. We are doing fine. Your father has been busy bringing in the harvest. We weren't able to hire help this year, so it has been hard for him. However, he said that the drive to the station isn't very far and we would love to come pick you up." Amy peered up at the schedule that was scrawled across a chalkboard hanging above the counter. If she missed this train, the next one wouldn't leave for Baltimore for another three hours. She couldn't make them wait on her. Not again. 
Your first paragraph is the gateway to the rest of your chapter. Make your readers want to run through it.