I know from experience that it's so tempting to start a story by setting everything up for the reader, but I also know that it's not a good idea. But sometimes, as I've mentioned before, sometimes you just need a friendly reminder that you want to hit the ground running.
This column from Writer's Digest addresses this a lot more eloquently than I can: Begin From the Middle: How to Start Your Story In Medias Res.
From the article:
This is, of course, a simple literary technique, older even than Homer: in medias res. Starting "in the middle of things."
Gaining traction with a reader has a lot to do with arriving at the conflict quickly. It's difficult to stay engaged in a story, no matter how clever the writing, when there's nothing at stake from the get-go. Beginning a story (or novel, or chapter) in the middle of the action can generate the momentum a reader needs to stay engrossed. When we launch in medias res, the conflict can already be at a high pitch, so our reader has something to worry about right away.
There's also advice on how to fill in backstory, so you don't feel the need to start with a setup, while keeping your story moving forward. Do check it out.
Now you'll have to excuse me, I have to go check out the openings of everything I've ever written or have in progress.