I have read every book on how to get published, other than all the books about how to get published, and it seems that it is very important to grab an agent or publisher's attention in the opening page.
Even more so in the opening paragraph.
Logic says that the first sentence is the most important thing you will ever write, unless it's that first word.
So before you start, think long and hard about that opening sentence and that first word. One mistake and you will ruin everything.
If you are writing a western, make sure you have a shoot out by the third paragraph.
If you write horror, at least one murder should occur in the title. Don't make the reader wait.
If you write erotica, you should make sure you have an orgasm before you write chapter one.
If you write science fiction, try to tell us all the made up names and weird places in the universe by the end of the second sentence. We love that.
If you write chicklit, do whatever you want. I don't read chicklit.
Remember, Do not fall into the trap of writing a story that simply engages the reader and makes them look forward to reading more. The goal is to club them over the head with direct, obvious action delivered without any preamble or context.
"Call me Ishmal."
Edit: "The fucking fish ate our boat."