The introductory sentence needs to grab the reader's attention. Do this with an interesting anecdote, a surprising statement to catch the reader off guard, or a simple one-sentence historical overview about the topic at hand. While other ways to grab the reader's attention exist, the aforementioned methods are some of the most commonly used and recognized. In short, finding an exciting and interesting way to introduce the first paragraph remains your first objective.
The following sentences in your introductory paragraph should describe the topic at hand and the methodology used for the analysis. For example, suppose your topic is Napoleon Bonaparte's famous loss at Waterloo. Introduce the topic in straightforward terms and describe whether you used a historical analysis of French wartime tactics, Napoleon's personal weaknesses, or some other method of analysis to explain the loss. Use this format for any topic.
The last sentences include your thesis statements. This is a one sentence explanation of what you set out to prove and how you intend on proving it. Using the previous example, suppose you want to prove that Napoleon's loss at Waterloo was caused by poor military training. Outwardly state that you believe Napoleon's loss was due to training issues and then explain how you intend on proving this fact (i.e. historical accounts, historical analysis of 18th century French military training tactics, and so forth).
The introductory paragraph must have short and concise sentences to reduce unnecessary information and to keep the reader interested. While you have to explain your reasons for the paper and your analysis, do not refer to yourself at all and do not refer to the fact that you are writing an essay. Write as if you are unfolding a story with a beginning, middle and conclusion. Use definitions sparingly to avoid an overly technical voice.