If your first day is all you talking, students learn that the course is something done to them. If it includes a short activity where they do something, they learn that this is a class where they participate. The first day is your chance to set that pattern.

Keep it simple and low-stakes: a think-pair-share on an interesting question, a brief problem related to the subject, a small group introduction, or a quick poll. The activity does not have to be elaborate. It just has to get students thinking, talking, or doing, so that active engagement feels normal from the very first session rather than a surprise later.