To begin an essay, you should 'ease in' the reader by providing a sense of the relevant context around your writing topic.
What qualifies as relevant varies greatly from one assignment to the next, so learning from authors in your field is a great way to hone this skill. When you read an academic article, does the writer first give you some historical background? A summary of market trends? A synopsis of industry goals?
The key aims of your opening context sentences are to situate the reader and pave the way to your thesis and/or aim statement(s).
Although the thesis statement is arguably the most important feature of a traditional academic introduction, it will usually appear towards the end of the paragraph rather than at the start. This is because the central argument (i.e., the thesis) will read with greater clarity and strength if you first take a few beats to orient the reader.
Imagine the introduction as a funnel: it's broadest at the top and then grows narrower.
The content of most introductions is shaped similarly. You open by situating the reader in the broad context, and from there you narrow down to the essay's specific focus and aims.
This is a good question, and finding the answer can take some trial and error as you draft and edit. For example, imagine you are writing an essay that explores how 3D printing is revolutionizing machine tooling in factories. As you type up your very first draft, you write...
Since the dawn of history, humans have used tools. They originally used tools found in their environment, such as sticks and rocks, but began to craft tools for specific purposes as the centuries wore on [...].
If those sentences help you start writing your rough draft, great! But for the assignment aims, that opening context is far too broad, so you will edit to tighten the scope.
In the second draft, your context sentences might provide a brief overview of other industries affected by the invention of 3D printing, then narrow the focus to machine tooling, specifically. Alternately, your context sentences might briefly summarize traditional technology for machine tooling, then narrow to the arrival of 3D printing.