Fiction or non-fiction, your writing has to provoke a curiosity to know more.
Readers ask questions from the moment they enter a book: Where and when does the story take place? Who is the main character? What is the conflict? What is the goal of the piece? The idea is to tease out the questions without giving all the answers.
Take, for example, this very short opening paragraph from Knut Hamsun’s novel, Hunger:
All of this happened while I was walking around starving in Christiania–-that strange city no one escapes from until it has left its mark on him….
Who is the “I”?
Why is he starving?
Why is Christiania a strange city?
What mark will be left on him?
See what I mean? Who could put that book down?
Now take a look your first paragraph or chapter. What questions are you planting in the readers’ minds? If there are no questions, they won’t have a reason to keep reading.