Bleh. There are millions of great first lines, so lists like this are almost all subtitled '(from great books)' but that doesn't mean they aren't fun.
As it happens, I'm not sure how important first lines are and don't worry too desperately about them, because that way madness lies. My favourite one isn't on this list,* and I wouldn't mention the list at all if it weren't for this one, which I dearly love, and which is from a set of books I dearly love:
If you were going to give a gold medal to the least delightful person on Earth, you would have to give that medal to a person named Carmelita Spats, and if you didn’t give it to her, Carmelita Spats was the sort of person who would snatch it from your hands anyway.
(The Austere Academy, Lemony Snicket)
* I, Tiberius Claudius Drusus Nero Germanicus This-that-and-the-other (for I shall not trouble you yet with all my titles) who was once, and not so long ago either, known to my friends and relatives and associates as “Claudius the Idiot,” or “That Claudius,” or “Claudius the Stammerer,” or “Clau-Clau-Claudius” or at best as “Poor Uncle Claudius,” am now about to write this strange history of my life; starting from my earliest childhood and continuing year by year until I reach the fateful point of change where, some eight years ago, at the age of fifty-one, I suddenly found myself caught in what I may call the “golden predicament” from which I have never since become disentangled.