While there is no one single way, here's a practical approach.

You need to be capable of answering a few crucial questions about your work:

What is the work's overall feel and style?
What, about the very first couple of pages, do you hope is going to grab the reader's attention, and earn their interest in the story?
What are the most urgent goals for you the writer in your opening paragraphs and pages?

What you're aiming for is something written in your style, and working towards your goals, that also introduces a reader-attention hook as quickly as possible.

Keep all these in mind, and you'll know what you're trying to do, how to do it in a way that reflects the entire piece. how to lure your reader into tagging along.

An Example

One of the most famous first lines in all of fiction is Jane Austen's immortal opening for Pride and Prejudice:

It is a truth universally acknowledged, that a single man in possession of a good fortune, must be in want of a wife.

The novel's tone is one of formal, sober prose, but full of wry wit and observations of Austen's society. Therefore, opening on a single, condensed wry observation, stated as a formal certainty, does a great job both introducing Austen's style and encapsulating it in a single line. "If you like this line, you're going to be on board for this novel."

The author's immediate goals include establishing the Bennet family and their situation, and introducing the central conflict of matchmaking to assure one's future -- both one's happiness and one's financial security. This line makes the theme clear and explicit, and sets us up to segue into the specifics of the Bennets and their responses to the new arrival in the neighborhood. This means the line doesn't feel out of place -- it has a purpose; it is advancing the story; it is necessary.

And what of the reader's interest? How does the first line help the reader want to continue reading? Here, there is a double hook: humor, and impending conflict. A reader intrigued by the obvious irony and cynicism of the opening, may read on, to read more things that will make them laugh. And the second hook is the tension of wanting to find out more, of wanting to see what will happen -- who is the young bachelor; what does he really want; how will he respond to the implied attentions he is about to receive? The reader has ample reason to turn the page and read on.

Austen's answers to my three questions aren't trivial, and yours don't need to be, either -- although easy answers work just as well.

Examples of "feel and style" can be the zany energy of a humor piece; the cerebral curiosity of a Hard SF story; the unique voice of one particular character.
"What is the first thing I want to grab the reader's attention" might be riveting action; a delicious turn of phrase; a philosophical conundrum; a promise of a sex scene just round the corner.
"Immediate author goals" might be getting in some crucial exposition; kick off the murder investigation; get the reader's blood pumping; establish where this story falls in the canon of a beloved series.

This is about as close to a pragmatic set of instructions as you're likely to get. Simply because constructing the first sentence of a creeping horror story centering on a sympathetic-but-offbeat character, is by nature entirely different from constructing the first sentence of a satirical fairy tale about the bleakness of the modern human condition.

But I think these three questions will focus you, into very clear goals and constraints. Once you have such a concrete idea of what you're aiming for, ideas tend to surge and offer themselves -- and you can try a dozen different variations until you feel like you're homing in on something that works.

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