On NME.com an alright collection of opening lines of songs.

http://www.nme.com/blog/index.php?blog=1&title=listomania_10_best_opening_lines_in_song&more=1&c=1&tb=1&pb=1

I am particularly fond of Tokyo Police Clubs 'Bambi'

“I wanna tell you there's a really good reason
why I came home wasted in the middle of the night”

Im sure there are loads out there, please share and share alike..