Help with first paragraph of a short story?

Your proposed plot is quite intriguing. In my opinion, you should begin the story BEFORE the father dies with the appearance of the dog; after all, the dog IS the plot, so you would not logically begin the story after the father has died; going back then to describe events before the beginning would be tedious. The immediacy of the evolving mystery and its accompanying horror -- the black dog and its ominous, supernatural presence -- are what make the story potentially terrifying and set the stage for all that is to follow. Definitely write it! Good luck!