The introductory paragraph is one of the most important parts of your paper, as it allows you to explain the purpose of your work and state the main idea of your essay. As Alice Oshima and Ann Hogue suggest in "Writing Academic English," the structure of the introduction resembles that of a funnel, with general statements entering the wide mouth (beginning of the paragraph) and a thesis statement exiting the narrow stem. Therefore, ending your introductory paragraph means providing the thesis of your paper.
Write exactly what you will argue for in the main body paragraphs. You need to be specific and include only issues you are about to include in your paper. An example of an expository — otherwise called explanatory — thesis is, "The Pope plays a central role in the Vatican City's diplomatic relations with predominantly Catholic countries."
Link the thesis statement to the contents of introductory paragraph; do not just present your statement out of the blue. For example, in the previous example, ensure you have already made general remarks on the Pope and diplomacy before mentioning the thesis.
Mention explicitly whether the thesis statement declares a fact or if it's your personal opinion — backed by evidence, of course. This is very important, as in the former case, readers expect to find more detailed information about the thesis statement, while in an argumentative essay, the main body consists of evidence-based arguments.
Make the thesis seem like a natural question on the general arguments of the introduction. For instance, after mentioning the Pope and the role of diplomacy in bringing countries of similar beliefs together, the natural question is whether the Pope (as head of the Catholic church) influence the relations of the Vatican with other Catholic states, or if he should do so if it's not already the case.
State a fact-based conclusion that is open to dispute. This way, you can attract the attention of readers who may think otherwise or who want to discover a controversial issue. After all, arguing obvious topics can hardly arouse your audience's interest.