I need help writing an introductory paragraph about William Shakespeare's depictions of women.

An introductory paragraph for a discussion of the depiction of women in the writings of William Shakespeare will certainly depend upon the size of the assignment and its content. In general, an introductory paragraph for an essay contains the following:
A motivator or "hook," the purpose of which is to intrigue readers and "motivate" them to read the writer's work.
A thesis statement that contains the main idea of the work. Such a statement contains the argument of the essay. In other words, it is the argument that the student will make and "prove" with points and supporting details. 
A "blueprint," or short list of the main points the writer will cover. These are contained in the thesis. Further, these main points will be developed into topic sentences for the paragraphs of the essay.
(If the assignment is for a paper rather than an essay, then the main points will be a little broader so that there can be more development of ideas.)
Without knowing the content of the work for which the introduction is written, no definitive directions can be given here. However, assuming that the student will write about both tragedies and comedies, then an opening to the student's work could mention that while the male roles in Shakespeare's plays are those of authority and power, many of his female characters exert considerable influence upon these male characters as well as the direction in which the action of the play goes. 
Consider, for instance, Lady Macbeth. She may be the most powerful of female characters because in the early acts she is more resolute than her husband, though she must call upon the spirits to "unsex me here" and fill her with "direst cruelty." In the comedies, Viola of Twelfth Night is also a powerful character as she controls much of the action; however, she must disguise herself as a man to do so. More subtle influence comes from Gertrude in Hamlet, who inadvertently influences her son's actions because of her previous act of marrying her brother-in-law. In addition to these characters, Hermia of A Midsummer Night's Dream and Olivia from Twelfth Night challenge the traditional gender roles by exerting subtle influence and seeking to direct their own destinies as well as those of male characters at times.
A thesis statement could examine the power struggle that Shakespeare's female characters experience. The introductory paragraph on William Shakespeare's depiction of women could, then, contain an initial statement about the traditionally secondary roles of the female characters but also include the idea that these roles of male-based authority and power are sometimes challenged by certain female characters.
http://www.articlemyriad.com/analysis-shakespeares-women/