First decide on the basic conflict of your story. Which of the following is it going to be? Human vs. human? Human vs. self? Human vs. nature? Human vs. society? Human vs. technology? For example, you write a story about a woman who moved in with the man she loves, but it's not working out very well. In this case, you would have a human vs. human story.
You may want to begin with dialogue. By doing this, you introduce your characters to the readers, who must then immediately care about those characters. Instead of beginning with "Doing dishes really bores me," try "I can't believe that I'm stuck doing dishes for the seventh night in a row." You can then have another character respond in a way that develops the conflict. Her best friend could say, "You're the one who moved in with a smelly, sexist slob of a man."
You can also begin with establishing the setting. However, when you do this, make sure that you include only what are called "relevant details," those that have some role in the story. Using the above example, you can describe the apartment as a war zone where sloppiness fights against a vain attempt at cleanliness. You could show what has been casually discarded on one end of the couch (clothes, shoes, etc.) and how the other end is clean and clear of any stuff. Do not give your readers details about the form of the windows, unless those very windows have some sort of role in your plot. Even so, don't bog down your reader with too many (even relevant) details at the very beginning.
You may also choose to show your reader the basic conflict through immediate action. This places your reader inside the scene at the beginning. Perhaps your character gets so frustrated that she throws a plate against a wall. Of course, being who she is, she'll have to run and get a broom and dustpan to clean up the mess. If she is crying while doing this, you have added depth to the character and given power to the plot.