Quite simply, it should describe what the rest of the paper is about. A stellar research paper does not just give facts and conclusions -- it gives meaning to data. It tells a reader why the research is important, not just that it exists. Your introductory paragraph should put the rest of the paper into context. For instance, if you are researching the effect of nutrition on sleep, your introduction might begin, "Healthy habits in nutrition and sleep both contribute to a healthy lifestyle, but do they contribute to one another?"
You can, if you do it right. To go back to the previous example, your introduction may be strengthened with, "Many people with poor nutrition habits also suffer from poor or restless sleep." This statement is a great way to lead into your research, but you must have the research to back it up. If your introduction involves a fact or a theory based on other research, you can quickly sum up the research that's already been done. Notice, however, that there are no vast conclusions drawn and nothing complicated fleshed out. It is a simple fact that shows the need for more research on the subject.
Do not give details of your research in the introductory paragraph. This paragraph needs to grab your readers' attention, not confuse them. Give only what is necessary. Do not include material that is only marginally related to the thesis.
Keep it to a minimum. Do not include more than one or two bits of researched material in this paragraph.
Do not include research that will come up later in the paper. That's what the rest of the paper is for.
Read over your introductory paragraph. If you had no prior knowledge on the subject, would you have a reasonable understanding of what the paper is about? Does it make your thesis interesting and relevant?
Don't be afraid to give your readers a sneak peek. For example, "As we will see, evidence shows that nutrition and sleep are indeed related." Again, though, avoid generalizations like "I found that everyone who eats well sleeps well, too." Keep it specific and brief.