How does Shakespeare create tension in the opening scenes of The Tempest?  

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The tension in the opening scenes is created by the shipwreck, Prospero’s story, and the conflict with Caliban. 

Starting a play with a shipwreck is always a good way to get the audience’s attention.  When we find out that this storm was caused by magic as a way for Prospero to get revenge on the men who took his kingdom from him, the tension increases.  The storm is a major one, and during the storm Ferdinand jumps off the ship. 

All but mariners
Plunged in the foaming brine and quit the vessel,
Then all afire with me: the king's son, Ferdinand,
With hair up-staring,--then like reeds, not hair,--
Was the first man that leap'd; cried, 'Hell is empty
And all the devils are here.' (Act 1, Scene 2) 

A lot of information is given to us in the first two scenes.  We get the storm, and then learn about Ariel and Prospero’s involvement in it.  Then Prospero explains to Miranda, his daughter, how they came to be on the island.  During this conversation we also learn about the conflict between Caliban and Prospero. 

Prospero has conflicts left and right. He keeps Ariel in a strange sort of magical servitude.  He wants revenge against his brother Antonio and Alonso for conspiring to take his kingdom from him and for being the reason he is stuck on the island.  He also blames Caliban for attempting to molest or rape his daughter. 

PROSPERO

Thou most lying slave,
Whom stripes may move, not kindness! I have used thee,
Filth as thou art, with human care, and lodged thee
In mine own cell, till thou didst seek to violate
The honour of my child.

CALIBAN

O ho, O ho! would't had been done!
Thou didst prevent me; I had peopled else
This isle with Calibans. (Act 1, Scene 2)

So Caliban does not seem contrite about the situation with Miranda, but he is also very angry at Prospero.  By all accounts, the relationship with Caliban and Prospero was good at first.  He showed them around the island and they taught him their language.  Somewhere along the way, it soured and became very contentious.

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