What catches attention? Bad news or good news? You only have to look at a newspaper, the internet headlines, or watch the TV to know the answer. Bad news gets more space and attention.
Think back to your school days. When kids whispered about a classmate was it because something good happened? Not usually. The "did you hear . . ." topics were about someone doing something wrong, getting caught, etc. The stories didn't have to be true and often got worse as they spread.
Sounds a lot like fiction writing. Writers are paid to give characters problems and make them worse. Readers can't necessarily solve their own problems, but reading how someone else solved a problem gives them hope.
In a novel the first problem introduced may not be the main one of the book. Here's an example: "When my brother Fish turned thirteen, we moved to the deepest part of inland because of the hurricane and, of course, the fact that he'd caused it." (Savvy by Ingrid Law). Mibs, the narrator, will be turning thirteen and finding out what she has to deal with when she gets her own savvy. First, however, we are introduced to her brother's problem.
Short stories don't have the time to deal with multiple problems or much character development. Like juicy gossip, a short story problem needs to start right away.
Launch a short story problem with action, dialogue, thoughts or a combination. Let's take a girl who has lost the watch she borrowed. We could start with action: Wendy reached into her jeans pocket for the watch she'd borrowed from her older sister--it wasn't there! A dialogue beginning might be: "Oh, no! Teresa's watch is gone. She's going to kill me!" Her thoughts could introduce the problem this way: It's gotta be here, Wendy thought. I know I put Teresa's watch in my pocket. No matter which way this story starts, the reader knows it is bad news for Wendy.
Here's an example from a classic story: "There was once a prince, and he wanted a princess, but then she must be a real Princess. He travelled right round the world to find one, but there was always something wrong." ("The Princess and the Pea") By the end of the second sentence, we know there is a definite problem.
Some short stories may introduce the problem with the title of the story as "Who Will Care for Spot?" does. (Marilyn Kratz, Highlights) This problem is reinforced by the beginning lines. "Mom looked worried as she hung up the phone. 'That was Jenny next door,' she said. 'She won't be able to take care of Spot while we are on our vacation.'" Again, bad news.
Are you giving your readers bad news up front? Try it and see if sharing the problem early makes the readers worry and want to read on.