Two essential elements of an introduction are: introducing and previewing.
In your first paragraph you are bringing the reader into the world of your essay, article, etc.
Remember, this world will be unfamiliar to them. So, you will need to introduce them to the matters at hand.
In introducing the topic you might need to:
1) Tell them important background.
2) Define unfamiliar concepts.
3) Clarify misconceptions about your topic.
Near the end of your first paragraph you should give the reader some idea of what to expect, and a sense of how your work is organized. This 'preview' provides for the reader of road map of your work. Thus, it enables them to see where you are going, and how you are going to get there.