What does Orwell's first paragraph accomplish?

Orwell's first paragraph builds pathos or sympathy for the narrator. Before we learn of the specific power he wields as a colonial police officer allowed to carry a gun, we discover the ways in which he is despised and powerless. He says he is hated because all Europeans are hated. But rather then simply state that the European overlords are hated, he gives specific examples of how this hatred is expressed. For example, a European woman going to bazaars alone will probably end up with betel juice spit all over her dress. The narrator himself has been purposely tripped more the once while playing soccer, while the Burmese crowds laughed him. He is also routinely jeered and hooted at from a safe distance by both young men and Buddhist priests. These are mild forms of aggression, but they communicate hostility and anger.
By conveying the tense environment into which he has been thrown, the narrator offers a context that allows readers to understand why he would feel compelled to unnecessarily kill an elephant. The Burmese are oppressed, but the Europeans are also victims of a system that dehumanizes them as well as their subjects.

In the first paragraph, Orwell provides the setting of the short story and gives insight into the narrator's difficult position as a colonial British police officer, who is stationed in Lower Burma. The narrator recalls the anti-European sentiment throughout the town where he was stationed and elaborates on the way that the native Burmese citizens continually jeered and mocked him. The narrator is portrayed as a relatively sensitive, frustrated young man who is in a tough position. The narrator also mentions that the Buddhist priests made his life difficult and admits that the derogatory remarks and rude behavior of the Burmese citizens got on his nerves. Orwell is able to illustrate the difficult life of a young, inexperienced British police officer stationed in an occupied foreign land. The first paragraph of "Shooting an Elephant" allows the reader to sympathize with the narrator and understand the daily difficulties he faces as an authoritative colonial figure in a foreign land. While the native Burmese citizens do not have the "guts" to riot, they torment their oppressors by mocking and ridiculing them. The narrator is clearly frustrated with being insulted on an everyday basis and is sick of being bullied by the native Burmese citizens.