The obvious answer is to have an engaging first chapter. This doesn't mean it has to be perfect. It also doesn't mean it has to be over the top or gimmicky. What it means is that you want the reader to get a sense of what they're getting themselves into. What is the theme of this book? What kind of genre does it fall under?
As a writer, the first paragraph is like meeting someone new for the first time. If you want to make a good impression, you'll probably throw on some makeup, hopefully, some clean clothes and put a little extra attention on your hair. With books, it's really about pulling someone in and showing them a glimpse into your character's world.
As an example, in my 11th book, The Devil May Lie, I talk about power in the first paragraph or more specifically, the importance of power in our world. What does it mean? Why do people want it? I talk about how 'it starts when we're children on the playground and ends in our death'. I also say 'we lust after it as if it were the flesh of a lover'. I use specific words that are powerful as well - bold, passion, addictive, crave, roaring fire - these are words that give readers a sense of what is to come. If I were writing something about something with more of a romantic theme, I would probably choose some powerful words like 'passionate' but also gentle words that give the impression of a soft place to fall, such as comfort and warmth, things we associate with love.
Also, another thing I want to note is that I often connect the first paragraph in chapter one with the first paragraph in the final chapter (in my case, chapter 50). So once again, in The Devil May Lie, I talk about power in the last chapter. This is important because we're kind of revisiting the place we started with to see where we are on the same topic. In this last paragraph, I ask the question when do we have enough power? 'When do we cross the line? Who wins when there's nothing left to take?' My hope is that after having read the entire book, this gives you something to ponder.
The first paragraph should give readers an impression of what they can expect. Of course, you have to remember that like any relationship, you must work hard to keep the reader interested throughout the book and to live up to that first impression.