1. Every essay must have an introductory paragraph.
The parts of an essay are:
Body paragraphs (typically 3)
Without an introduction, you cannot have a thesis statement or an effective lead-in to the body paragraphs. An introduction establishes the purpose of the essay and informs the reader of its point of view.
Without an introduction, you cannot have a conclusion because the purpose of a concluding paragraph is to drive home the thesis statement (no introduction, no thesis statement).
Both MLA and APA formats require an effective introduction, so if you submit an essay without one, it's likely that your teacher/professor will discredit your work.
How to write an introduction:
Go to ua03.com for some examples of effective introductions.