There are, of course, any number of ways to start a work of fiction, and you might have an opener that doesn't conform to any of these.
However, as a rule of thumb, there are, typically, six ways in which to write the first line of a novel.
1, Scene setting - What I mean by scene setting is standard information that helps establish the time, location and/or climate of the story. A good example not already listed above would be, "It was a dark and stormy night..." from Paul Clifford by Edward George Bulwer-Lytton.
2, Conflict establishing - Usually, in a longer piece of fiction, you'll want to keep the main conflict under wraps for a little while longer, so this is an opener more regularly seen in short stories. However, there are no hard and fast rules about these things. A conflict establishing sentence, is sometimes referred to as a 'big bang'; you thrust your readers into an event that's already taking place and identify (or at least allude to) what your protagonist is up against. For instance, "It was the day my grandmother exploded." from The Crow Road by Iain Banks (quite literally a 'big bang').
3, Mystery - Iain Banks' first line from The Crow Road would also qualify as a bit of a mystery, as would most 'big bang', conflict establishing openings, because there is, quite naturally, so much that is still unexplained. However, a mystery first line doesn't necessarily have to thrust your readers straight into the action, it can be a more genteel introduction to something that doesn't make sense. A fine example is George Orwell's first line for 1984, "It was a bright cold day in April, and the clocks were striking thirteen." Essentially, a mystery first line is anything that will make your readers take a literary double-take.
4, Third Person narrator speaks to reader - Pretty self-explanatory stuff; this offers the chance for a 'chatty' third person narrator to speak directly to his or her readers. For example, "He was an inch, perhaps two, under six feet, powerfully built, and he advanced straight at you with a slight stoop of the shoulders, head forward, and a fixed from-under stare which made you think of a charging bull." Lord Jim, Joseph Conrad
5, First person narrator speaks to reader - As above, except it's the first person narrator, who is likely to be your protagonist (but may not be), that addresses the reader directly. For instance, Mark Twain's Huckleberry Finn, "You don't know about me without you have read a book by the name of The Adventures of Tom Sawyer; but that ain't no matter."
6, Quote - In other words, an opening line that leaps straight into a piece of dialogue. For instance, "'To be born again,' sang Gibreel Farishta tumbling from the heavens, 'first you have to die.'" from Salman Rushdie's Satanic Verses.
Of course, bear in mind that your first line doesn't have to be just one of these, there are many examples of opening lines that have a first person narrator speaking to the reader and establishing a conflict; or a quote that creates mystery. The possibilities are almost limitless.