First impressions are everything.
You meet someone for the first time and what are you looking for? A smile? A firm handshake and an air of easy confidence? A self deprecating sense of humor? A first impression is a kind of promise. Someone is telling you "If you deal with me, this is what you can expect." Ideally that impression is going to grow over time and deepen but I think that first meeting is always the foundation your eventual understanding of the person is built on. If what comes next varies too significantly or too fast you can feel lied too, and if it doesn't change at all you feel let down.
Same with a book. You're making a promise. The first scene (maybe it's my theater background, but I always think in scenes not chapters) says "you are in this sort of world with these sorts of people and these are the kinds of things these people are concerned with."
Now establishing settings and characters are pretty obvious but when I say "the things these people are concerned with" I don't quite mean establishing the main conflict. For me, that doesn't necessarily get started in the first scene. What I mean is more like establishing the main thematic concern.
The Eleventh Plague opens with a father and son burying the son's stern ex-marine grandfather. It comes out in the scene that while the grandfather could be cruel he was really the one that was responsible for keeping them alive in their harsh post-apocalyptic world. Once they've finished burying him they have the following conversation:
I sat beside Dad, edging my body alongside the steady in and out of his breath. He draped his arm, exhausted, over my shoulder. It felt good, but still the knot in my stomach refused to unravel.
“We’ll be okay," I asked. "Won’t we? Without him?”
When Dad said nothing I moved out from under his arm and looked up at him.
“I mean . . . nothing’s going to change. Right?”
Dad fixed his eyes past me and onto the dark trail we would start down the next morning.
“No,” he said, his words rising up like ghosts, thin and pale and empty. “Nothing’s ever going to change.”
You'll see that there's no big conflict yet, what there is a suggestion that the characters are thinking a lot about change. Their lives have always been very steady, day in and day out, but now that the grandfather is gone, maybe things can be different. It's a complicated notion for them. In some ways they desperately want change but they're afraid of it, and also on some level don't really believe it can ever happen.
As the book progresses all of those questions will play out in a more literal way between the two of them and then will grow to be the dominant concern of the book, effecting the relationships and conflicts of every other character and even the fate of the world they're in. But all that starts right here with a first impression where you learn the general direction of the road you'll be heading down.
So what do you all think? What are the most important things that need to be in the first few pages of a book for you to keep reading?