If you've managed to write your first sentence well, and the first few sentences well, then you're on your way to doing well in general. That might seem like a lot of wells, but this is all true. While your first sentence is the most important sentence in your entire book (beyond the last sentence), and the first few sentences are you more important sentences, the first few paragraphs are your most important paragraphs. Your first sentence establishes the tone and gives the reader the hook. It tells the reader to pay attention, or at least it's supposed to. The sentences that follow that are meant to keep that reader interested. In comes the first few paragraphs.
The first paragraphs of your work not only have to continue to keep the reader interest, but they also have to give the reader insight into the world you'll be working with. If you're in a fantasy world, then here is where you want to make that very clear. I'm not talking about info-dumping. Your first paragraphs are paragraphs that establish completely the general setting, the general tone, and push forward the hook.
Here's an example (from The Hobbit):
In a hole in the ground there lived a hobbit.There's your hook. What is a hobbit? I don't know (well I do, but let's pretend this is my first time reading it). But now I want to know what a hobbit is and why the heck it lives in a hole in the ground. Then come the next few sentences of your first paragraph:
Not a nasty, dirty, wet hole, filled with the ends of worms and an oozy smell, nor yet a dry, bare, sandy hole with nothing in it to sit down on or to eat: it was a hobbit-hole, and that means comfort.Now we know all about that lovely little hole, well mostly. What we still don't know is what a hobbit is. The great thing about Tolkien is his ability to draw you into the story. His weak point is in his writing style, which to modern standards is highly antiquated. But still, here is the second paragraph of The Hobbit:
It had a perfectly round door like a porthole, painted green, with a shiny yellow brass knob in the exact middle. The door opened on to a tube-shaped hall like a tunnel: a very comfortable tunnel without smoke, with panelled walls, and floors tiled and carpeted, provided with polished chairs, and lots and lots of pegs for hats and coats--the hobbit was fond of visitors. The tunnel wound on and on, going fairly but not quite straight into the side of the hill--The Hill, as all the people for many miles round called it--and many little round doors opened out of it, first on one side and then on another. No going upstairs for the hobbit: bedrooms, bathrooms, cellars, pantries (lots of these), wardrobes (he had whole rooms devoted to clothes), kitchens, diningrooms, all were on the same floor, and indeed on the same passage. The best rooms were all on the lefthand side (going in), for these were the only ones to have windows, deep-set round windows looking over his garden, and meadows beyond, sloping down to the river.What we've learned here is mostly about the hobbit-hole, which is a problematic paragraph by today's standards. This is what you should avoid--info-dumping. Tolkien was king of it for a reason: he was inventing an entire world from the ground up, with different races, customs, and beliefs.
Tolkien does, however, establish the setting and the character and the general tone of the work. This is what you have to do in your work. If you don't, your reader will be very unlikely to read beyond that first page. These first paragraphs are crucial. An editor wants to be entertained and to know that you will entertain the audience the editor is going to be dealing with. Remember, editors are picky for a good reason. Their jobs depend on putting out works that are, to put it simply, good. Good starts in the beginning. Attention spans are short, so if you can't entertain from the start, then you'll be out of luck.
So, get to writing those first paragraphs!
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