Use a comma when beginning sentences with introductory words such as well, now, however, or yes.
e.g., Yes, I do need that report.
e.g., Well, I never thought I'd be here with you.
When an introductory adverbial element seems to modify the entire sentence and not just the verb or some single element in the rest of the sentence, put a comma after it.
e.g., Fortunately, no one in the bridal party was in that car.
e.g., Sadly, the old church was completely destroyed.
e.g., On the other hand, someone obviously was badly injured.
e.g., First, let me thank you all for coming.
e.g., Next, let me tell you that you must pay for the meal that you are about to eat.
e.g., Now, you may begin to eat.