When starting a new paragraph, you are introducing a new concept or idea related to your topic. Transitional words and phrases at the start of a new paragraph can help cue your readers and show relationships between ideas. They create a logical flow and create a sense of connectedness in your essay, helping your reader progress from one idea to the next. Transitional words and phrases may also be used within paragraphs to create a sense of flow. However, they most often occur at the start of a paragraph.
There are many different categories of transitional words and phrases. Here examples of categories and the transition words that fit into them:
The Chronology/Time Sequence category includes the transitions after, next and in the meantime.
The Importance category includes the transitions most importantly, primarily and of critical importance.
The Contrast category includes the transitions in contrast, nevertheless and on the other hand.
*Image source: What are transition words on Wordcounter.net