One way put your reader into the character’s skin is to use the sense of touch. If you’re really clever, doing so also helps give us time and place, which you want to do at the start of each scene. It’s not the only way, nor should it be, but it’s one good string for your bow.
I found a brilliant example of using touch combined with the power of colour in Alice Munro’s collection “The Love of a Good Woman”. Her story “Rich as Stink” begins with a character applying red lipstick and a “long black cigarette holder which she held ready to clamp between her teeth at the right moment.” Not only can we feel the clamp of our teeth on the holder, but Munro has put us into the skin of a character who is going to act out of the common way.
Now I’m going to go back to my bookshelf to re-read Alice Munro’s books.