"Although it is hot outside, I put my jacket on. I then proceeded to take it on and off, all day long. I am not sure why I did this."
English Language & Usage Stack Exchange is a question and answer site for linguists, etymologists, and serious English language enthusiasts. It only takes a minute to sign up.Sign up to join this community
There is no grammatical rule against using "although" at the beginning of a sentence or at the beginning of a paragraph.
This is more a question of style and how you wish to present the language you are using or the story you are telling.