Give us enough words to pull us into the writing. Hold back nonessential information.
When I browse a book or a magazine I'll give the writer the benefit of one paragraph. If I'm not at least mildly interested, I stop. I always have a stack of reading material at my desk—more than I'll ever read—and so do many writers. I want my reading to be pleasurable and I don't want to work at reading.
For instance, two days ago I started to read a blog entry where the writer tells about an emotional experience while watching a film in a theater. Before she grabs us with the experience, in the first paragraph she writes about the price of the ticket and that she doesn't usually attend action movies.
I shook my head. Those two things may be important to her (spending money and justifying attending a film) but not to readers. I lost interest.
Beginnings contain only essential information to draw readers to the material.