Some transition words and phrases come at the beginning of a sentence. They begin with a capital letter and are followed by a comma. Words like "and" and "but" come in the middle of the sentence, and they do not begin with a capital letter.
If you are unsure which transition word or phrase is best, make sure you read the sentence right before the sentence that the word or phrase occurs in. Pay attention to what is being said so that you can see what overall point the author is trying to make.