The first paragraph of an academic paper is called the introduction, and it carries some heavy requirements if it is to be successful. An introduction will vary slightly from genre to genre, and there is no universally accepted length for this opening paragraph. However, the introduction is the first part of the paper that someone reads, so developing a strong opener is germane to the success of the essay.
The opening sentence or two of your introduction is called your hook because it is responsible for hooking the reader's attention and keeping him interested enough to continue reading. It could be a quote, an alarming statistic or a generalized statement about your subject. The hook also implies the theme of the paper because it directly illustrates the exigence, or urgent, need for your thesis. For example, if your paper is about your solution for managing bullying on the schoolyard, your hook might be an anecdote or short narrative example of a failed attempt by a teacher to thwart bullying behavior. Make sure your hook is both entertaining and supports your thesis.
Your opening paragraph also needs to explicitly introduce your topic. Your hook has implied the topic, but the sentences that directly follow should clear up any confusion as to the direction and theme of your paper, essentially outlining its boundaries. Consequently, if you used the bullying example as your hook, your next sentence or two should clarify that you plan to focus on the management of bullies by school officials and not issues of parenting or child psychology.
The sentences that follow will funnel your reader's attention toward your thesis, and you should use this opportunity to outline the structure of your essay -- to provide a road map of sorts for your reader and let him know what to expect. This could take the form of a list -- you can list your main points in the order you plan to discuss them, and possibly add a short explanation of why that particular order of points is important for the claim you aim to make.
The Thesis Statement
Your thesis statement states your claim explicitly for the reader, so there is no confusion as to what you are trying to prove or how you plan to prove it. Sometimes the structure issues can be included in the thesis statement, but they don't need to be. The thesis statement -- no matter what -- needs to make a claim that is specific and not self-evident. It should be able to be challenged and inspire further discussion, and it must successfully answer the question asserted by the teacher's prompt.