In J. D. Salinger's “Seymour -- an Introduction,” Seymour Glass critiques a story by Buddy Glass:
“The first sentence threw me way off. 'Henshaw woke up that morning with a splitting head.' I count so heavily on you to finish off all the fraudulent Henshaws in fiction. There just are no Henshaws.”
Here Salinger invented a good example of a bad first line -- we disbelieve in Henshaw from the get-go. Reading story submissions, one encounters many examples of first sentences that make the story feel dead on arrival.
Are there any good first lines about waking up in the morning?
“One morning, as Gregor Samsa was waking up from anxious dreams, he discovered that in bed he had been changed into a monstrous verminous insect.”
Henshaw's situation is perhaps more statistically common, but it's Gregor who feels real.
A lot of Anthony Burgess novels start in bed, but there's always something attention-grabbing going on -- a catamite and an archbishop are involved, or a tour party of schoolchildren from the future are watching, or a man with two wives has to figure out how to get out of bed without waking either. Nothing like that will ever happen to Henshaw. Off hand, I can't think of any good first sentences about headaches either...