One of my favorite books on how to write fiction is A Passion for Narrative by a former professor at the University of Victoria, Jack Hodgins.
I pulled it out to reread in the past few days as I attempt to encourage myself in this most difficult (for me) type of writing.
Here is his advice about beginning a piece of fiction:
Often it is a good idea to resist starting on a first draft of a story so long as you have nothing more than "an idea' or "a character." Instead, I suggest you write "pieces" -- bits of description, snatches of dialogue, notes on ideas, and so on. Do this until one of the pieces catches fire and you can't bear not to keep going, or else until staring at all these pieces causes an explosion of insight, some new understanding that comes from the connections amongst them, giving you a richer sense of what you're up to.
And about writing the first draft:
Write the first draft for no one but yourself. Write to find out what you're writing about. Think of this as just a way of nailing the story down so that it can't get away. No eyes but yours will see it. Writing the first draft should be fun (you're telling yourself a story after all), and surprising (you're making a journey, where people will reveal things you hadn't anticipated) and free (you can change your mind or change direction as often as you want so long as you feel you're getting somewhere that might pay off).