Often it's not a good idea to put an introduction at the beginning. It can be good to throw the reader in at the deep end and give them bits and pieces of information as they go. If you can make them curious, raise questions that they want to know the answers to, then that's a good hook, because they'll want to keep reading.
THis is kind of what I ended up doing with my story. I start with a woman being chased on horseback through a forest with something, and as the scene goes on I reveal who she is, what she has, and why she's being chased.
Generally, you want to enter a scene as late as possible and leave as early as possible. Cut to the chase and don't dawdle.