Give your main character a goal. Have her want and need something so badly that she takes action to get it. Action can be physical or psychological, but it must be something the main character does. Active main characters make for interesting reading.
Make the main character pursue a goal in each scene of a story and in each scene and chapter of a novel. This should be a stepping stone to help him achieve his overall goal. Plan your story around this concept, allowing for changes along the way if you feel a scene or storyline isn't working. Each scene and chapter should mimic the overall structure of the piece of fiction or novel.
Introduce conflict. Present obstacles that the main character must overcome. Conflict is interesting for the reader, and without conflict there is no story.
Edit and revise your work, eliminating as many extraneous words as possible. The writing in page turners is taut not bogged down with irrelevant detail. Make sure every word counts.