It's not generally done, no.
Yes, if you were talking about it then you could use it at the start of a paragraph
start off by restating the question. that could be your topic sentence.
The first word of a sentence must start with a capital letter. There are millions of ways to start a sentence!
Yes but it would be a dependent clause.
As with any conjunction, or could be used to continue a thought, which was first stated in a preceding sentence :Example : I could go walk to the docks and tire myself out. Or you could go, and then I wouldn't have to.The other way would be part of a direct quote :Example : "Or else" was a vague but effective end to his demands.
First think about what you first know about the subject
sometimes it depends on what type of paper it is like your theory could be your hook sentence or your last sentence to your first paragraph.
Abcdefgh jklmnopqrstuvwxyz
you say first, because firstly is not a word
Depending on the circumstances you could substitute a comma, a semicolon, or end the sentence with a period and start a new sentence.
Yes.
Only if it's the first word in a sentence.