When an essay is cohesive, sentences flow one to another because of a logical connection. The sentences fit together like a puzzle or like two pieces of paper that have been glued. Of course, when you can easily follow the pattern of thought of the writer, your understanding of her point is enhanced.
Transitional words and phrases clue your reader when you are changing the direction of your line of reasoning. Some people think of transitional words and phrases like road signs. You could probably find your way from South Africa to Egypt without reading a single road sign. After all, you could look at the position of the sun or stop and ask directions to finally get to Egypt, but it would take longer than it would if you could find road signs to read. In a similar way, transitional phrases help your reader get the point of your essay faster and easier.
and, in addition, additionally, also, further, moreover, similarly, next
for instance, for example, such as, to illustrate
including, specifically, particularly
but, however, in contrast, on the other hand, yet
so, thus, in brief, finally, therefore, in conclusion
certainly, surely, importantly, most important, of consequence, above all
as a result, following that, consequently, for this reason, then
due to, because, since
before, after, next, at first, at the same time, previously, subsequently, afterwards, for a minute/day/week/year
first, next, second, last, finally, another, third, one