Paragraph indents and spacing

By default, LaTeX does not indent the first paragraph after a section command, but will indent all subsequent paragraphs.
You can, of course, add \indent to the start of each first paragraph. But that gets rather tedious after a while, and you might miss it if e.g. some time later, you add another paragraph immediately after the sectioning command.
Fortunately, the indentfirst package will do this automatically for you — rejoice!
If you need to change the indent amount (for all paragraphs), you can set the \parindent length:

\setlength{\parindent}{2em}
The inevitable next question: “What if I need to have some space between the paragraphs?”
Rule: Please don’t use \\\\ to achieve “space between paragraphs”. Please. Don’t.
\\ is for line breaks. Paragraph breaks in LaTeX are done by either leaving a blank line in the source code, or by using \par. Line breaks and paragraph breaks are two very, very distinct concepts in typesetting, and are handled differently in LaTeX.
So the easiest way to achieve this is simply by writing \usepackage{parskip}. This avoids modifying the \parskip length directly, because \parskip has consequences for many other constructs, e.g. itemize and enumerate lists.
If you happen to be using one of the Koma-Script document classes, you may get a warning message when you try to load parskip. In that case, just pass parskip as a document class option, e.g. \documentclass[parskip]{scrbook}.
If memoir is the document class in use instead, you can write \nonzeroparskip or \abnormalparskip{\baselineskip}.
Just take note: it’s usually considered redundant to have both non-zero paragraph spacing and paragraph indents, so all paragraph indents are suppressed when parskip is loaded. Having said that, if you do need the paragraphs to be indented as well (university thesis requirements), use the \setlength{\parindent}{2em} to force this.