Engage the senses. One of the keys to creating a captivating scene is engaging their senses. If you imagine a prominent scent, such as the sea, describe it. Whether you picture a certain view or your character is in total darkness, describe it as accurately as possible. If your character is in a blizzard, describe the cold. If she is drinking fine wine, describe the taste. This kind of detail, if done correctly, allows your readers to experience what the character is experiencing.
Be accurate to make it believable. If you are writing historic fiction, make your setting, dialogue and costume as historically accurate as possible. For example, if your character is a prince in the Middle Ages, he will obviously dress and talk differently than a Civil War soldier. Become as familiar as possible with the area and manners of speech and dress about which you are writing.
Pay attention to detail. Be descriptive and use adjectives. If there is a car in your scene, mention the make and color. When describing a house, tell the reader if it is old or new, ranch style or Victorian.