For a first, this is looking pretty good. :]

I'm normally not a big fan of stories in urban settings, but a magical spin on it will make things interesting. Jenna has the potential to be a great, strong leading character. I also like the "need to know" approach you've taken to handing out background information, as it perpetuates reader interest. ;D

There's a bunch of cosmetic touch-ups that could be done to your writing, but it's mostly minor things that don't end up detracting too much from the presentation. I like this, and I'm looking forward to reading more.

This is an excellent start. Full of action and very suspenseful. You started your story with action and no background, which makes readers want to read more just so they can understand what they've already read. This is the best way to start a stary, so great job!

My one suggestion is to touch up your grammar. here are some of the errors I found:

"Besides she had thought to herself, she needed the exercise and fresh air too." there's a comma after the "besides"

A general suggestion is to stay away from passive voice, which you use a lot. Passive voice is when you say "I was opening the door" instead of "I opened the door". Passive voice is ok to use sometimes, but generally it is discouraged.

For example, in the second paragraph you use entirely passive voice. I would suggest using a mixture. For example, maybe changing "Jenna was walking with her arms folded under her head. She was looking up at the sky as a little flurry was starting to fall." into "Jenna walked with her arms folded under her head. Looking up at the sky, she saw that a little flurry was starting to fall."

The rest of the chapter is better, as far as I can tell.

This is an excellent beginning to a story, please don't take my criticisms personally. I think your story is good enough to be worth improving. Please update soon!