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.