There's a couple smaller things you can do to make stories more grabbing. Though, obviously, the main thing is just, write a damn good story.
1) Introduce the world gradually through the story. Throw characters into your world in medias res, already established, everyone living their lives already. The author doesn't know the "rules" and sometimes neither does the protagonist, but the important thing is showcasing all of these interesting story elements, then one by one, slowly folding back the curtains. The first Star Wars is a fantastic example of this. So is the first season of Steven Universe. Most good stories with amnesiac protagonists follow this template by necessity, but you can also do a story where the protagonist is also "integrated" already.
2) Short, quick-burst chapters with good hooks. Don't, like, constantly end everything in a cliffhanger obviously, but make your chapters something someone can read during a break between classes, or on the train to work. This is the one I like to emphasize the most. Update frequently, but don't do gigantic fifteen-page chapters all the time (Worm is the big exception here, but people do constantly complain about how hard it is to get into the story because of its initial length). Ramp up the chapter lengths as time goes on, if necessary.
3) Make sure the beginning is absolutely as strong as possible. Knock it out of the park. You want everything in your story to be top-notch quality, definitely, but we're writing serials so realistically, not everything will be a hit. Just make sure the beginning is good enough that people are hooked before they even catch up on the archive.
4) This goes along with 1), but-- Make a story worth discussing. Think of all of the biggest nerd-media stories in recent years. Homestuck, The Force Awakens, Gravity Falls, Worm-- they all had elements that were not just interesting and engaging, but were so captivating that they inspired countless hours of discussion, theorizing, and speculation. What's going to happen next in the story? What are the hidden secrets peppered within? How are the characters we love going to turn out? How are the characters we HATE going to turn out? What would this story's world be like if I put my OCs in it?
Yeah but more than any of this, just write a good story.