Your opening chapter must first and foremost immediately capture your reader's interest. In particular, if you plan on sending your novel to a publisher or agent, bear in mind that if your first paragraph isn't compelling they may not bother to read on!
Some of the things you need to achieve are:
1. Begin the story at (or just before) a pivotal moment. It is important to introduce action as soon as possible to create a hook to make the reader want to keep reading. Remember that your story doesn't need to be told in chronological order. You can always go back and fill in the background in a later chapter.
2. Introduce some of your main characters, and the world in which they live. However, try to introduce them (and their personality) through action scenes rather than via a long-winded description of them. (This is often referred to as 'Show not tell'.
3. Establish your Point of View (POV). Is the story to be written from your main's character's perspective? If so, make sure that everything you're describing is consistent with their world-view.
4. Dramatic tension. Make sure that your chapter is enthused with dramatic tension. This could be the promise of conflict, or by hinting at a mystery, or emotional turbulence.
5. Cut out any padding. Make sure that every sentence and every word has value in progressing your story and capturing your reader's attention.
6. Make sure there's a hook at the end of the chapter; something that will make your reader turn the page to chapter 2!
7. Don't make the chapter too long. Getting the reader throught that 1st chapter is a key milestone in ensuring that they go on to read the whole book, so don't make them feel like it's a chore to even complete the 1st chapter!
8. Edit and then re-edit the chapter. Don't expect that you will get it perfect at the first attempt. Make sure you correct any spelling or grammatical errors. Get feedback from other people. Is there anything that is confusing, or that reads poorly? Usually, a 2nd or 3rd draft will be considerably tighter and better than your first draft.