I'm sitting in a pub in the middle of nowhere, reading The Pretty Girl by Andre Dubus - if you've never read him, do yourself a favour and get hold of We Don't Live Here Anymore - when suddenly I realize I'm not in a pub, not really. Or at least not fully. A large part of me is walking through a different world, a world Dubus has built for me, breathing the air he's arranged for me to breathe, mixing with the people he's created, caring about what happens to them: Alex and Polly and Mom...
And it strikes me yet again that stories are illusions. Or at least that's what they should be.
Your reader sits in her pub, lies in her bed, takes a train to a place she'd rather not be going - and if you're lucky she has your story in her hands. She focuses on the first page. She starts to read the words you've prepared for her.
At that moment, what does she want?
In my opinion, what she wants more than anything else is removal. She wants to be removed from this pub, this bed, this train and deposited - at least for a while - in the world you've created for her. A new world, a strange world - above all a different world.
And the entrance to that world has Emotional Involvement carved above it. Your reader wants to become emotionally involved with the characters she discovers wandering through the world you're offering her.
She wants magic. And it's up to you, the writer, the world-builder, to provide it.