As you may guess, this is one of my favorite type first lines.
Internal thought is used effectively here by Dane to get to know the protagonist and identify part of her problem.
North Texas Romance Writers of America does an annual contest for first lines. Winners have been announced for 2014, but here's the link to the rules in case you'd like to enter in a few months when the contest cranks up again.
A blog that I follow has this good article on writing that first page. Here's that link: