It totally depends on what kind of paragraph! But, the good news is that once you learn the formula for staring each type of paragraph in a literary analysis essay, you are pretty much set.
INTRODUCTION: For your introduction, you often want to ease the reader into your argument with a broad statement that catches their interest and then relates to the main topics of your essay. For example, on an essay about propaganda in 1984 by George Orwell, a first sentence for the intro paragraph could be about free-thought, real-world propaganda, or something else that you believe relates to your argument.
Ex: It is well-known that experiencing propaganda is an unfortunate part of any modern lifestyle, but when inserted into literature it can act as a window into the author's unique political perspective.
BODY PARAGRAPHS. Starting a body paragraph means focusing on the TOPIC SENTENCE. Your topic sentence should include two things, WHAT argument you are making and HOW will you be proving it. If I was writing a paragraph about the role of the environment in Lord of the Flies, it might look something like this...
Ex: Throughout the novel, Golding's use of dark, menacing figurative language when referencing the jungle illustrates the antagonistic role of the environment in the story.
The WHAT is that the jungle is an antagonist in the story, the HOW is Golding's dark figurative language.
Tip I: Start body paragraphs with messy, general topic sentences, and write final versions once the paragraph comes together. This way you won't have to re-write topic sentences as your paragraph develops.
Tip II: Use transition phrases in each following paragraph. Example: Although the jungle is represented as menacing and wild, the descriptive language concerning the beach is positive, indicating that this environment is secure and civilized in the novel The first part of this sentence is the transition, the second part is the topic sentence.
Starting a conclusion is easy, just reword your thesis! It can be good to think of conclusions in literary essays as backwards introductions. You start with your specific argument, then restate your main points (Hint: Look at each of your topic sentences and represent those main ideas in your conclusion), then end just like you started, with a broad, interesting statement that eases the reader out.
Hope this helped!