We've already discussed the importance of your opening line and everything that applies to that applies (in spades) to your opening chapter. In fact, it applies to your opening scene. As soon as you pause (and the end of a scene is a pause), you want to have your reader in a headlock. You know, in a nice way.
Not only must your opening scene set the tone of the book, it must also establish character. I would argue that if you haven't introduced a compelling main character by the end of your first scene, you are in serious danger of your reader putting your book back on the shelf.
I would also argue that your reader needs to be worried about that character. In other words, there must be conflict or trouble in your opening. It’s all very well describing the status quo, showing how the world of your story works, but it’s so much better to do that while kicking off the awful time you’re about to put your protagonist through. (See ‘torturing your characters’).
Some writers say that you must have the central conflict of the novel front and centre in the that opening scene, others that it’s okay to just hint at the trouble to come. I’d say that it probably depends on your book, your characters and your personal style. In other words, it's your call.
However, you must raise a question of some kind, otherwise you are giving your reader zero reason to continue reading. In How To Write Damn Good Fiction, James N. Frey talks about using mystery to build suspense. You have to walk the line between introducing questions (Who is the man in the suit? Why is he angry? What will happen with the red car?) and being confusing.