Just to use a cheesy fishing example (like you didn't see this coming...) you wouldn't cast a bare hook, right? Well, hopefully you wouldn't. No, you want to add some bait onto that hook. The bait is what will attract the fish to bite. So in this context, the message is the hook, and the text within the message is the bait. A simple "hey" isn't suitable bait, you want something with a bit of meat.
It's not that hard, honestly. Ask a question, go back to your "Coke or Pepsi?" days. Make a comment about something mentioned on the profile, such as a location in a photo or a TV show they mention watching. It can be absolutely anything, but try and make your first message engaging.
Nine times out of ten I will just immediately delete a message if it makes no effort to initiate an actual conversation beyond a "hey". But if you make the smallest effort to prove you browsed my profile, read a section or two and still had interest in chatting with me - I'll return the favor.
If you still aren't sure how to start a conversation with a stranger over social media or dating sites, check out this video.
Copyright to Joe Santagato