I am a strong believer in the doctrine that the first paragraph should set out what the essay is going to be about: 'first I will do this, and then I will do that, and finally I will ...' etc. As clearly and baldly as that. I know it sounds tedious and unliterary, but it's a great help to the marker, since s/he then knows what to expect, and particularly is able to find out easily which bits of the essay are relevant, how the theme is developed, etc; if s/he has to deduce the theme as well as working out whether it's being adhered to and developed properly then this creates a double load, which leads to loss of attention, which leads to impatience, and bad marks ...
Some people believe that the first paragraph should concentrate more on catching the reader's attention. I can see the force of this, but I think this argument supposes the reader is a normal person. In fact, the reader is a marker, who seriously needs to know, while proceeding through the essay, what is relevant and what isn't. Any help with that is much appreciated.
However, if you want to catch his/her attention in the first paragraph, fine; just do a second paragraph that sets out the plan of the essay.