Most people create a first-line indent by hitting Tab once at the start of the first line in a paragraph. And as you would expect, it jumps the start of the first line to the first tab stop. But note: Pressing the Tab key two or more times leaves the first-line indent but also creates a left indent of the entire paragraph.
An alternate method for creating a first-line indent is by clicking on the First Line Indent marker on the left side of your ruler (it’s the top triangle that points down) and dragging it to the right. It moves independently of the Left and Hanging Indent markers.