The paragraph should start with a topic sentence which states the point of the paragraph clearly. Usually this is the first sentence in the paragraph (although sometimes it can be the second sentence, with the first being something that links it to the previous paragraph). A good way to plan an essay is to write out a list of your topic.
The introductory paragraph of any paper, long or short, should start with a sentence that piques the interest of your readers. In a well-constructed first paragraph, that first sentence leads into three or four sentences that provide details about the subject you address in the body of your essay.