In terms of the broader essay, there should be an introduction and conclusion sandwiching the main text of the essay. The introduction aims to bring up the ideas that will be discussed in the essay, but shouldn't be too long. It can actually be helpful to answer the question in the first sentence, as it will help focus your mind to the question at hand and also provides a punchy opening.
In terms of individual paragraphs, a good rule to follow is that of PQEQE (Point, Quotation, Explanation, Quotation, Explanation). Again, by making a point at the beginning of a paragraph it helps to focus you, but it also helps the examiner to understand your argument as the paragraph moves forward. In addition to this, the explanations are what make up the bulk of your paragraphs, as they are what gain you marks (as this is where your AO2 and AO3 marks are gained).