Start your story with a strong opening sentence. The sentence should draw a reader in and bring up questions that keep the reader's interest. This sentence needs some intrigue and curiosity. For example: "He looked down at the body, unaware of what had just happened." This sentence brings in a reader and brings up questions like "What happened to the body?," "What type of body is it?" or even "Why is there a body?"
Bring the reader into the story right before or at the climax. Because a short story represents a small section of life, bringing in the reader right at a turning point will allow you to flesh out the climax rather than focusing on exposition. Pretend like you have begun the short story at the middle or near the end of it.
Show what is happening with your characters rather than telling it. Don't waste your words on describing how the characters feel. Let the reader come to his own conclusions while reading your story. For example: Don't write "He felt sad." This just tells the readers that he is sad. But instead write something along the lines of: "He clutched his chest hoping the pain would go away soon." The reader may think the character is sad, physically hurt or even heartbroken. Again, this first sentence brings up questions wanting the reader to continue further.