The opening paragraph of George Orwell's "Shooting an Elephant" sets the scene through Orwell's word choice. The narrator begins by stating that he (I am assuming the gender of the narrator to be male) is "hated by large numbers of people." He goes on to state that he is "sub-divisional" police officer facing "bitter anti-European" feelings. Essentially, the entirety of the paragraph is negative. The narrator does not feel supported, and he seems to feel as if he has a target upon his back (no one likes him, and everyone is out to get him).
Therefore, the opening paragraph sets up the narrator's essential failure at putting the rampaging elephant out of its misery correctly. He seems to feel utterly inadequate in what he does (illustrated by the opening paragraph). Orwell's words illustrate the narrator's fears, and the opening paragraph illustrates the narrator's inability to do his job.
The opening paragraph of "Shooting an Elephant" establishes the charged atmosphere in which Orwell exists as an Imperial Police officer in Burma. He relates several episodes that establish in the reader's mind the hatred and resentment that the local people feel towards Europeans. For example, a European woman has betel juice thrown on her dress while she is walking through the local market, and Orwell is tripped by a local man in a soccer game while the referee ignores the other man's infraction and the crowd roars with laughter. It is clear that Orwell feels a sense of resentment and derision from the local people, so when an elephant is discovered marauding in the local bazaar, Orwell feels at once the ridiculousness of his position as a British police office in a nation that resents the colonialists and, somewhat against his will, his responsibility to act as a colonialist master and kill the elephant.