While a few writers find it easy to think and write in paragraphs, most do not. Experienced writers typically generate sentences initially without worrying too much about where they will actually appear in the final essay. Once a large number of ideas and tentative sentences have been written, a writer can then pull related sentences into paragraphs and organize those paragraphs. The back and forth between generating sentences and organizing them is part of the recursive nature of the writing process.
A completed essay should be composed of several focused, coherent paragraphs organized in a manner that makes it easy for the reader to follow the writer’s thinking from beginning to end. Limit yourself to dealing with one idea per paragraph. The purposes of the paragraphs in your essay might be quite varied:
to explain what a specific term in your essay means
to describe your main reason for making a particular claim,
to provide an example of how one of your ideas might be applied, etc.