Use the first paragraph of the story to hook the reader into your story immediately. Start with a conflict or something unusual or unexpected. In a short story, the beginning of the story should start near the end. A good example of this is Shirley Jackson's "The Lottery" where she has all the players in the story moving into place for the climactic finale in the first paragraph.
Include any details in your character development that will move your story forward, but at a minimum, your reader should have an idea of how your character looks, speaks and thinks. You can convey many of these traits through action. You can see a good example of action that tells you who the character is in Ernest Hemingway's "A Clean, Well Lighted Place." Ernest Hemingway tells you who the old man is using the action and dialogue of the waiters. You learn the old man drinks a lot, sometimes gets so drunk he forgets to pay even though he is rich and recently attempted suicide.
Choose who will tell the story. The character you choose to tell the story can determine what details you include and what details you leave out. First person uses "I" as in "I laughed politely though I was not amused." Second person uses "you" as in "You laughed so hard, you spit out your popcorn." Third person uses "he," "she" and it. If you use third person as a character in the story watching the action, you limit your story to what that character can see. You can also use third person to provide an omniscient narrator who sees everything that happens and everything the characters think in the story. Once you establish the point of view of the story, you should be careful to maintain it.
The climax is the event that changes everything. For example, in Hans Christian Andersen's "The Princess and the Pea," the climax occurs when the princess reveals that she could not sleep on the mattresses because she could feel the pea; thus proving that she is a real princess. The resolution of the climax is that because she is a real princess, the prince will marry her and they will live happily after. In other stories, the author only hints at the resolution. For example, in Shirley Jackson's "The Lottery," the narrator hints that some of the younger people recognize the barbarity of the primary crisis. This leaves the reader with hope that in the future the primary crisis in the story will not occur.
To write short stories well, you must read good short stories and pay attention to how they are structured. Think about the short stories you like. What specifically do you like about those stories? How did the author hook you into the story? What did you find interesting in the story? Why did you keep reading? Incorporate the techniques you discover while reading good short stories into your own short stories.