It’s often good to see your first drafts as being written for yourself, as you make sense of the material and develop your own understanding. Then what you need to do is revise it for an audience of others. Even the very best writers should expect to do extensive paragraph and sentence level editing to ensure that paragraphs are clearly structured. You need to establish good links so readers know what is coming next and are reminded about what they need to know that has come before.
It can be really hard to see these faults in your own writing, as when you read it to yourself, the linkages in your own head in a way that makes it all seem to make sense. Techniques that help are to put it aside and reread it after a few days, or to read it aloud, or to have someone else read it and comment.
Good places for further information about this type of thing are here
Online Writing and Learning Link (OWLL), (2012), Essay flow, Massey University
Rachael Cayley (2011) Paragraphs, Exploration of Style,
Rachael Cayley (2011) Transitions, Exploration of Style, http://explorationsofstyle.wordpress.com/2011/02/23/transitions/