Research your topic. The key to an analytical essay is being able to break down the subject into constituent parts which can then be analyzed. The subject of the essay can be just about anything, such as people, events, a theme in a book or even an idea. One reason that students sometimes fail to put together a good analytical essay is that they have failed to understand their topic thoroughly enough to provide any real analysis.
Create a working thesis. Your research should reveal one or more conclusions you can make regarding your subject. Your thesis indicates what you hope to accomplish in writing your essay. For instance, if you're trying to answer the question of who was the greatest baseball player of all-time, you could make the claim: Statistically, Hank Aaron's numbers measure up among the other great baseball players of all-time, making him the best player to ever step on the field. Ideally, this statement should be made at the end of your introductory paragraph.
Create a summary or list of facts that you know about the subject of your analysis. If analyzing a piece of literature, write a summary. If writing about a concrete object, create a list of characteristics and known facts. This will help you determine whether or not you fully understand the subject you are analyzing.
Write the body of the essay containing the essential evidence for your argument. While your introduction is the first paragraph, the body of the essay should comprise paragraphs two, three and four. Each paragraph should contain one piece of supporting evidence that provides evidence for your main thesis. For instance, you could cite Hank Aaron's 755 career home runs and 2,297 lifetime RBI, both first all-time in pre-steroid era baseball.
Write your conclusion. The conclusion of the five paragraph analytical essay is the culmination of your argument. This is where you drive home the point of your thesis by reiterating what you have already said throughout your previous four paragraphs. The conclusion summarizes and restates what you've already said in your essay.