So many times writers are told "Your story doesn't start here, but there." So many times, writers don't understand why they are told this. I mean, after all, we've done hard labor getting those words out, and often the writing is clear and engaging. So what gives?
I want to preface the rest of this discussion with the remark that this is very simplified. As your writing grows, these rules will flex. But here's a good place to start if you're on your first endeavor, or you're hearing something along the lines of the above.
We live in an instant gratification world. Readers of genre fiction want to be entertained, and they want the entertainment now. Their patience for reading great prose that is building on a theme with a full moral to the story is... waning.
A writer is therefore presented with the problem of snagging the reader's interest immediately. We stress first sentences, we stress closing chapter hooks. We stress all kinds of things. What it boils down to is conflict. Conflict always drives the action of the story. If you're in a lull, stir up the conflict again. (Sagging middles are great places for people to die.)
Conflict also establishes expectations in the early pages. If conflict is presented, the reader has a pretty generalized understanding of what is going to happen on the next few chapters and the stronger that conflict, the more promising the remaining pages are.
So in a book's beginning, bringing that conflict front and center right away is key. You want the following tidbits of information in your first chapter:
WHO - is the character
WHAT - does the character want
WHY - can't the character have it
If you're writing romance, particularly category romance, you want this same information for both hero and heroine in the first chapter. Or as close to the first chapter as you can get.
Notice what aren't core elements: how did the character get here? where is here? any external influences that have contributed to this situation. That is not to say those are not important details. They are simply not your first chapter objective.
This also doesn't mean you have to tell us heaps of back story to answer those questions either. We do not need to know that Jim was heading out for his flight, got a flat tire, had to walk thirty miles to get assistance, wore a hole in the toe of his shoe, and missed his flight.... unless Jim wants to be on time for his job interview. If Jim is arriving in Louisiana after these escapades, and Jim's goal is to get to the front of the McDonald's line, simply because he's hungry, none of how he got there is important. The story begins with Jim staring at the person's head in front of him, swearing up a blue streak because his stomach is in knots.
Those three items also don't have to be detailed in depth. In some situations you will want to only drop a hint. Just enough to play to the objective, but without giving away elements that you intend to draw out as the story moves forward.
I've really simplified this, but it's a topic that could be written on for days.
In Sum: Tighten out the extemporaneous. If your first chapter doesn't address those points, as they relate to the plot of your book, chances are your story is not starting at the point of action. Action moves your story forward. Start it as close to the action as you can, and you have a natural propeller for the forthcoming pages.