Requested by mmy. Any requests for other first sentences, please post in the comments.
Note: it seems to be rather difficult to mention Margaret Atwood on the Internet without someone popping up to complain that she said something rude about science fiction, which tends to devolve into a discussion of her as a person instead of as a writer. Please don't do that in the comments; I'm tired of it, and it's not relevant here.
We slept in what had once been the gymnasium.
Typical of Atwood, her first sentence begins at once lucidly simple and loaded with implications. It's a sentence that aches with time.
It's not that common to begin a book talking about a non-specific 'we'. Exactly who is being invoked here remains a little unclear, leaving the place the sleepers occupy more visible than the sleepers themselves. Already evident is that these sleepers have been dispossessed somehow, uprooted - not only because they're camping out in these uncomfortable-sounding circumstances, but because the very place they occupy has been dispossessed of its original function. The use of tense makes it clear that this stripping of function is final, a kind of death: 'used to be the gymnasium' has a certain vitality to it, a sense of positive transition, but 'once [had] been' is the end of something. These sleepers occupy the corpse of a gymnasium, its reclaimed shell. Suspense is laid on with a light but compelling touch: what has happened to this place to change it so much? What new purpose has it been bent to?
'Gymnasium', too, is an interesting word. The first thing to notice about it is that it's institutional: 'we' are numerous enough that an ordinary bedroom would not accommodate 'us'; 'we', too, are living in what is evidently an old school or college, a place where physical exercise would be part of the imposed routine. 'Gym' might imply a room with weights and workout machines, but a gymnasium is a place you're herded to play ball and perform gymnastics with your fellow-students. The gymnasium may have been demoted to a communal bedroom, but its occupants have been likewise demoted to the status of schoolchildren. The tone, with its ability to reach into the past and sophisticated use of tense, is that of an adult, not a child: immediately we are led to wonder what an adult is doing, mass-camped in a place for children.
There's also an other echo, which might be coincidental, but with Atwood, a writer accustomed to play with synonyms and multiple definitions (this is the novel where an entire paragraph is devoted to the multiple means of the word 'chair', for instance), one should never assume. Etymologically, a gymnasium is an ancient Greek place, to exercise naked and also to discuss intellectual pursuits and attend lectures. Open physicality, education, freedom of thought: all of these are over in the world of The Handmaid's Tale. All that resembles ancient Greece is a rigidly-enforced patriarchy and a willingness to enslave. The dead gymnasium takes with it all the positives of a Classical history.
The narrator, though, lands us in the middle of all these implications with no explanation. She does not pause to tell us who 'we' are; nor does she bother to describe the room's antecedents beyond 'the gymnasium' - not 'a gymnasium', but the definite article, as if we can be trusted to do without explanations. This story, whispered in secret, full of evasions and anonymity, begins with a vagueness that broadens out into the universal. If we are not told which gymnasium, it can only be because it doesn't matter - which means that what will happen here is of an importance not specific to the place.
Any literate dystopia will be aware of George Orwell's Nineteen Eighty-Four, and The Handmaid's Tale has something of the directness of Orwell's famous: 'It was a bright cold day in April, and the clocks were striking thirteen.' The contrast can be seen immediately: where Winston Smith is a character with little memory of anything else, so acclimatised to the newly militarised world that he thinks in twenty-four-hour time (ominously striking the unlucky hour; the bell tolls for doomed Winston in the first sentence). Offred, on the other hand, is a victim for whom memories of our world are recent, or at least recent enough that she can confidently say what things used to be. Her relationship with our world is thus personal - or at least, shading in and out of the personal and the general as she shifts from the open 'I' to the shadowy 'we'.
In beginning so, the narrator is showing her first act of trust, a trust that will carry us through the story. Graham Greene said of Great Expectations that it seemed to be the narrative of a mind 'talking to itself with no one there to listen', and The Handmaid's Tale makes this explicit, even saying despairingly at one point that it narrates itself to some listening 'dear You', knowing that 'you' can't hear her. This bleak paradox gives the tone an exceptional sense of intimacy, the feel of a story whispered through a keyhole. It's an intimacy granted more by the author than the narrator, though, and herein lies another paradox: to the nameless narrator, we are not the intended audience. To the character, we are not confidante but eavesdropper. Atwood, though, the poised and elegant stylist, does know her audience, and even adds a 'Historical Notes' final chapter to place a little distance between us and the raw secrecy of Offred's voice.
This delicate balance between the whisper of the narrator and the arched eyebrow of the author brings us to the final point of the book: this is less a work of science fiction in the marketing sense than it is a work of satire. Atwood invests Offred with a passionate lyricism while preserving a certain ironic distance from her. As such, Offred is both an intimate narrator and a reduced one, just one speck in a whole society. Even in her first sentence, nameless Offred is part of a 'we', at the mercy of others - even her creator. It's the tension between the vividness of human experience and the cool wit of social commentary that creates so compelling a dystopia. If not even your author will grant you a solo spotlight, and not even you can speak of your experience in the first person singular, you are lost indeed.