As you probably know, in persuasive writing, it is important to make your readers care about the issue from the outset. So, you will wish to convince them that the issue affects them--even if they are on the other side. And, just to remind you: Begin with an attention-getting anecdote or example, a surprising statistic, or a rhetorical question (one that is asked to make people think; it is not a "real" question that actually requires an answer). Usually one begins the "blueprint" of the thesis with the most important idea. However, it can also be effective to save the "heaviest ammunition" for last, leading from the least to the most important reason.
Since the conclusion should leave the audience feeling that an issue has been adequately and fairly explored, you might repeat your position in different words than those used at the beginning, as previously suggested. Or,--this is used in persuasive writing--you might make a strong statement about what might happen if the course of action you recommend is not followed.
See the sites below from the enotes how-to topics as they offer instruction. And, do not forget that there is an essay lab if you need more help.
You don't say whether you favor the death penalty or not, and it really isn't important. Which ever view you take, you need to have your main idea and facts in order before you state write your introduction. You should research the effects and statistics of the pro or con stance that you take. Hopefully, some specific item will stand out and you can use it as part of your intro. I agree with the previous post that your conclusion should mirror and support your intro.
Many years ago, I wrote a college term paper on this topic. (I received an "A" and the instructor read it to the class and used it as an example of how to write a strong persuasive essay. I am strongly in favor of continuing the death penalty--and possibly even expanding it to include multiple, repeat offenders.) My introductory paragraphs used several examples of horrific murders that went unpunished and whose killers went on to commit other terrible crimes. I used examples and statistics from other nations who impose the death penalty and whose murder rates pale in comparison to the U.S. If you choose to oppose the death penalty view, I would suggest that you also research statistics that may also support your viewpoint. Admittedly, many stats seem to show that the threat of the death penalty has no bearing on whether a person decides to commit a capital crime or not. Be sure to commit yourself to digesting as much info as possible on the subject so you will be able to present a strong case for your position.
We would need some more information to really be able to help you specifically, but this will get you started.
An introduction states the main points or argument of your essay. If it is an opinion paper where you get to say whether or not you favor the death penalty, then the first paragraph states clearly your opinion, with reasons why but no explanations of those reasons (that goes in the main body). If it is an informational essay about the death penalty, you will want the introduction to discuss the main points you are going to make, the topics within the issue that the paper will cover.
All conclusions should make the same points as your introduction, you just want to say it in a different way - same message, different words.
What your introduction and conclusion say will depend so much on what it is you have to say about the death penalty. Without knowing what your argument is, we cannot really help you very much.
I would suggest that your intro and conclusion should be mirrors of one another. They should say more or less the same thing, just in different words.
I would suggest that you use your intro to set out the main point that you are trying to make. For example, you might say something like this:
In most countries in the developed world, the death penalty is illegal. Many Americans want to make it illegal in this country as well. I, however, believe that the death penalty is an important way of keeping us safe.