Pretend for a moment, you're in a writing group and the first lesson you have is an exercise in writing beginnings with the following instructions: Write a beginning (one paragraph) that you think would not fail to catch an editor's attention.
This should be fairly easy because you are in no way required to have any thoughts further than this first paragraph. You will not have, hanging over your head, the formidable task of conjuring a brilliant plot and engaging characters.
We're only concentrating on beginnings. They are--for the short story anyway--crucial.
A few samples to show the huge variety of techniques:
There's the ever popular... jump right into the action:
When I came out of Paradise they were shooting at me. Shotguns and pistols mostly, whatever they could grab hold of. I jumped into my old green pickup truck in the parking lot and drove off. I couldn't shoot back because I'd already pitched my .44 pistol away. I wouldn't have shot back anyway, so I stepped on the gas. Probably it was rocks thrown up against the undercarriage, but it might have been bullets hitting the truck, so I ducked my head down. (the opening paragraph of "Embers" by Fred Chappell)
Then there's the tantalizing... "I'm going to tell you something remarkable" hook:
I have had what I believe to be the most remarkable day in my life, and while the events are still fresh in my mind, I wish to put them down on paper as clearly as possible. (the opening paragraph of "August Heat" by William Fryer Harvey)
There's also the ever subtle... faint hints of description that touch the mind with foreboding:
We went up on deck after dinner. Before us the Mediterranean lay without a ripple and shimmering in the moonlight. The great ship glided on, casting upward to the star-studded sky a long serpent of black smoke. Behind us the dazzling white water, stirred by the rapid progress of the heavy bark and beaten by the propeller, foamed, seemed to writhe, gave off so much brilliancy that one could have called it boiling moonlight. (the opening paragraph of "Fear" by Guy de Maupassant)
There's the "How could you not want to know where this is leading?":
The morning of June 27th was clear and sunny, with the fresh warmth of a full-summer day; the flowers were blossoming profusely and the grass was richly green. The people of the village began to gather in the square, between the post office and the bank, around ten o'clock; in some towns there were so many people that the lottery took two days and had to be started on June 26th, but in this village, where there were only about three hundred people, the whole lottery took less than two hours so it could begin at ten o'clock in the morning and still be through in time to allow the villagers to get home for noon dinner. (the opening paragraph of "The Lottery" by Shirley Jackson)
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