Start as close to the end as possible.
This rule is probably oversimplified...and that was probably more of an understatement than it needed to be.
Knowing where to begin a story is more difficult than a lot of people than think. After all, isn’t it common sense that the story starts, well, at the beginning? To which I counter: what do you consider “the beginning?” Or perhaps “the beginning of what?” Your first chapter might be arguably the most important chapter of all. Your first chapter needs to make a statement. It needs to tell a complete stranger that your story is worth their time.
Complete stranger is the operative phrase. When I said earlier in the series that writing is the ultimate act of ego (you have something to say and you feel complete strangers should sit up and listen), I wasn’t kidding. With that ego, however, come responsibilities. You can’t reasonably expect to waste somebody’s time if you want to keep them listening to you. So keep your story as short as possible.
I’m not saying every book should be fifty thousand words or less (thank the Intersect! Fates would be considered an epic failure many times over!). Length is relative. Don’t stretch things out: tell your tale in as few words as it takes to give the readers the full story. “Padding” your novel helps nobody; it serves only to dilute the hopefully-powerful moments scattered throughout your narrative. But on the other end of the spectrum, also be wary of not telling enough of the story, too (a.k.a. don’t go overboard! Listen to your instincts, but also keep some beta/alpha readers around if you’re nervous about this).
Writing a book, when you look at it on a grander level, is a simple process: you set up a world with rules, you do something to break those rules, and then you write the fall-out. My rule for beginnings: start with the catalyst. It doesn’t have to seem like a big catalyst at first, but your beginning must alter something from your character that sets off your narrative from start to finish. If it doesn’t do this, think about where you’re starting. Is there a bigger, better one down the line? Is that two-chapter discourse on the rules of your society necessary, or can the reader pick that up as she or he goes along?
Also, keep in mind: is the catalyst you’ve chosen the proper catalyst for the story as a whole? I’ll use the book Pride and Prejudice as an example. My main complaint with the book the first time I read it was that I felt the beginning dragged a little. On subsequent rereads (of which there have been many), I discovered that Austen actually starts at a great place—the catalyst for the changes in Lizzie and Jane’s lives: the arrival of Mr. Bingley at Netherfield, which to me has greater societal impact than what most people would have considered the ultimate catalyst (Darcy arriving a couple of weeks later). Though the book is about Darcy and Elizabeth’s romance, it is more importantly a look at the personalities in society in that day, and Austen picked a better all-encompassing beginning.
So yes, pick your catalyst and start your story as close to the end of the tale, as befits the tale, as you can. I think that’s what Vonnegut is saying here (but I could be wrong).
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