Set up the interpersonal dynamics. Pose the major story questions. Hint at backstory tell only what's necessary at this point, what is natural to tell. This is the first impression your reader will get, so present them in action, doing something that shows their values and issues. It should be early chapter two or earlier as that's when the story really gets engaged.
Scenes are units of action based around actual events.
Don't wimp out with a flashback or a long scene of musing. Center the opening scenes on the characters' experiences and actions. Anchor the event in the setting. If the heroine trips and falls and makes a fool of herself in the first scene, use that not just to show that she's clumsy but to motivate her to take up Tae Kwon Do or ballet or when she's lying there on the ground, she sees the package left by the villain. That is, don't tell the reader the answer before she's had reason to ask the question.