Your first message is a big deal. Because this is the first impression that you're making on someone, it's important to be as personal as possible. Definitely don't just say, "Hey" if your goal is to get a response.
Some people receive a lot of messages every day so it's important to make sure that yours stands out.
If you don't know what to say, start by mentioning what you saw in their profile that made you want to contact them. Maybe it was something you have in common, an interesting hobby that you want to learn more about, or something you saw in one of their photos--whatever that was, mention it! This lets them know that you took the time to read over their profile and that you're genuinely interested in them (as opposed to being interested in anyone/everyone who happens to respond).
Next, ask a couple of meaningful questions. Don't jump straight to an invitation to meet in person or communication offsite in your first message, as this can be overwhelming and alarming so soon in the conversation. Instead, pick out something from their profile that you'd like to learn more about, like a hobby, a past experience, or a family pet. When you do this, you're giving them an easy place to begin writing a response and helping the conversation to flow easier in the beginning.
If you still find yourself struggling to receive responses using these tips, check out some other tips here: How can I receive more messages?