The paradox in "The Tyger" is framed in a series of questions which the speaker asks the tyger. Simply put, the paradox is how a loving, all-knowing God, who makes things so wonderful and innocent as the Lamb (referring to the animal and Jesus Christ), could also make something as terrible and ferocious as the tyger (I'm keeping Blake's spelling).
Blake was consumed by paradoxes and dichotomies. He saw the world as a balance of light and dark, good and evil, innocence and experience. "The Tyger" is from that volume, Songs of Innocence and Experience, and is contrasted by the poem "The Lamb."
It is no mistake that Blake mentions the Lamb in "The Tyger." In the poem, "The Lamb," Blake employs a similar style which is asking the Lamb "who made thee?" The Tyger and the Lamb are contraries, just as light and dark are. Although Blake understands or frames his understanding of the world in these paradoxes, he still does question why God created the world in dualities. In other words, does reality (or even Divine reality) require a balance of good and evil in order to exist at all?