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.
For example, in my 11th book, The Devil May Lie, I talk about the significance 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 like, bold, passionate, addictive, crave, roaring. These words give readers a sense of what is to come. If I were writing something with a romantic theme, I would probably choose powerful words associated with passion. If my book had more of a family theme, I might use gentle words that give the impression of a soft place to fall, such as comfort and warmth.
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 revisiting the place we started 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? I hope that after having read the entire book, this gives you something to ponder.