Transitions are how the parts of your writing are connected. Without them, your writing is a list of sections. It is the transitions that show how the parts relate to each other and what the overall argument is.
Transitions also help your reader. They show us how each part relates to what has gone before so that we know where we are in the document. You need transitions between sentences, paragraphs and the sections of your document.
Transitions between sentences can be a single word, or formed from the ordering of the words in the sentences which allows the reader to see how one sentence flows into the next. Transitions between paragraphs may be words, phrases or whole sentences. Transitions between sections are usually whole paragraphs of their own. These are the introductory and summary paragraphs that come at the beginning and end of sections.
This handout from the Writing Center at the University of North Carolina has more information and ideas for transitions