Transitions are words, phrases, and sentences that show readers how your ideas connect to each other. Effective transitions increase the readability and flow of your writing.
Transitions: The Mark Twain Handout: this truly useful handout shares smart, easily implementable help on transitioning between paragraphs and even sections of papers.
Use Transitions to Connect Ideas and Sentences: this George Mason University Writing Center resource focuses more on connecting sentences within paragraphs.
Connecting Ideas Through Transitions: looking for a more comprehensive resource? This page from the University of Wisconsin-Madison's Writing Center talks through transitions, offers a bunch of examples, and addresses cohesion and coherence.