In "Do Not Go Gentle into That Good Night," Thomas presents death as something that is "good" and "right" but nonetheless urges that one who is close to death should fight against it. The paradox is therefore that one should fight against something which is "good" and "right."
This paradox is evident in the line which forms the title and the opening line of the poem. The speaker insists that one who is close to death should "not go gentle," but at the same time describes death metaphorically as "that good night." In the opening line of the second stanza, the speaker says that "wise men . . . know dark is right" but still repeats the instruction throughout the poem to "Rage, rage against the dying of the light."
The paradox is easy to explain when we consider that Thomas addresses this poem to his father, which is revealed in the final stanza. A son might understand that death is natural, and in some cases if the person is suffering, maybe even a welcome relief. However, a son would also, quite naturally, not want the father who he loves to leave him. From a coldly rational perspective, the son's injunction to his father to "Rage, rage against the dying of the light," is perhaps selfish. From a more empathetic perspective, it is perfectly understandable.