Nobody understands the meaning of the word embarrassment unless they have travelled on a packed InterCity train with a small masturbating monkey. Although the monkey, Jicky, was packed into a wicker cat basket, he could be clearly seen indulging in his favourite, well, his only, hobby through the door of the basket.
She's using several techniques -
The surprise - shock even - of the first line.
The conversational tone.
The irony of "his favourite, well, his only, hobby" - he's a monkey, and monkeys don't usually have hobbies.
Sympathy for the un-named, but terminally embarrassed, escort for Jicky.
And agreement - you would understand the meaning of the word embarrassment in those circumstances.
Humour - the circumstances are embarrassing, but also comic.
I think it's an effective first paragraph; it's certainly memorable and grabs the reader.
The problem is that it will also be a complete turn off for many readers. Did I buy the book? No, because I don't want to read anything that features a small masturbating monkey and, even if Jicky doesn't feature much, there are plenty of other books out there that offer the same humour and ironic tone without a monkey, masturbating or otherwise.
But you can't expect that everyone in the world is going to love your book. Reading is a subjective experience and we're all different and have different tastes. Check out your first paragraph and see how many reasons there are for a reader to carry on.