Should {.i} be placed even if there is not sentence before the considered one?
No, You can drop it at the beginning of the first sentence...
if You want.
E.g.:
zoi gy. table gy. cu smuni zo jubme .i [...]
What should be placed in the beginning of paragraph?
{ni'o}; e.g.:
ni'o lo labno cu pu gapru stali .i [...]
As far as I know {ni'o} closes off the sentence preceding it,
so You won't need {.i}.
And should it be placed even if there is no paragraph before?
If You want to make it absolutely clear that a new text is
starting, You can put a {ni'o} there, but it's not necesary.