Always, always, always, start your story as close to the opening problem as possible. This is not the place for backstory. Action, action, action. Backstory can be written for yourself and sprinkled in later if absolutely needed.
The very first rejection I received, and valuable critique, was that I had way too much backstory. Giving all the backstory upfront is telling the reader the story instead of showing it to them through the actions, situation, setting, etc.
Your first chapter should present your main character and your problem. For example, the first chapter of Harry Potter presents Harry and the problem--Lord Voldemort killed his parents, but for some reason couldn't kill him. That is where the story begins and that is the overarching mystery that needs to be solved by the end of the final book.
Another example is in Hunger Games. The problem of the society is presented (societies can be major characters in their own right), the main characters are introduced (Katniss, Gale, Prim, etc.), and the problem that Katniss and Gale cannot be together in this world is also given. A problem that Peeta will play a role in solving--we are introduced to him in chapter 2. There is some backstory offerend in Hunger Games, but only the essentials we need to understand what is going on and the consequences of reaping day. The chapter ends with Prim being picked--major problem.
Moral of this lesson: First chapters introduce the overarching problem of the story, and usually give us a smaller immediate problem. (Harry Potter didn't die but he also needs a place to live. Katniss and Gale can't be together or truly happy in a society like Panem, but first Katniss must save her sister).
Before you start writing, figure out the major problem the story needs to solve. Give the readers that and then end your chapter with a sucker-punch immediate problem. (This is also called a hook).
Happy writing. Questions/suggestions for future posts always welcome.
