In The Road, Cormac McCarthy begins in medias res ("in the middle of things"): after the apocolypse, after the mother's suicide, and, well, on the road.  Many great epics, romances, myths, religious works, and science fiction stories begin this way, and The Road borrows and pays homage to all of these genres.  Mainly though, the novel is a kind of allegory: the father and son are never named, and the wasteland they tread has a universality and timelessness to it.

Literary context is achieved by style.  McCarthy uses a sparse style (short, staccato sentences and fragments) to build tension and mystery:

"Deep stone flues where the water dripped and sang."

And his poetry-prose is filled with Christian pilgrimage and King Arthur Holy Grail imagery and allusions:

"like pilgrims,"

"ancient lake"

"He only knew the child was his warrant,"

"If he is not the word of God God never spoke."

McCarthy mentions light and darkness repeatedly on the first few pages to create a Gothic depiction of the wasteland.  Eyes and sight are mentioned frequently, all of which allude to wisdom needed by the travellers and readers.  McCarthy juxtaposes the worthlessness of things ("dust and ash everywhere," "a metal desk, a cashregister," "some old authomotive manuals") with the simple beauty of language and faith exhibited by the son:

What would you do if I died?

If you died I would want to die too.

So you could be with me?

Yes.  So I could be with you.

Okay.

His dialogue between the father and son is a series of questions and answers, much like a Socratic seminar.  The father-teacher delicately answers the son-student, balancing his imminent death and lack of the faith with the boy's survival and tenuous belief in the goodness of humanity.

You can read me a story, the boy said.  Can't you, Papa?

Yes, he said.  I can.

The entire novel is a kind of talking walking travelogue.  Even though it's third person omnicient, the father's voice looms over all the narration, bleakly depicting the demise of the world.  The boy's voice breaks the moroseness with rays of hope.  It is this literary context, a mix of antithetical styles (alpha vs. omega, Genesis vs. Revelation) that gives the novel its push and pull.

By the way, there's no opening chapter.  No chapters at all.  Just a series of conversations and memories.