In writing an analytical essay on "A bird came down the walk" by Emily Dickinson, how should it begin?

The opening to your paper, and in fact, the whole of what
you are going to write is dependent on what you have to prove.  Without really knowing
the focus of the analytical, the start of your paper is going to be difficult.  Given
the small amount known, we can establish a couple of potential openings, though.  The
first would be to open with an critical overview of Dickinson's poem.  Seeing that you
are going to talk to the point of how you analyze the poem or critically dissect it,
perhaps it might be good for you to open the paper with how critics have viewed the
poem.  What do they think the poem means in reference to Dickinson's life and her body
of work, in general?  It would not have to be much, but rather a critical overview of
sorts, as I imagine that you would be coming back to this in the course of your paper. 
Another approach, if you would be allowed to do so, would be to simply open with your
own initial thoughts about the poem.  Discussing what attracted you to this poem, how
you felt intrigued by it, and how it opened up some door of perception to you might be
insightful.  Yet one more might be to discuss the historical background of the poem from
your own research.  What was the motivation for Dickinson to write the poem?  Were there
any specific conditions that gave rise to it?  Perhaps opening with the background of
the poem might ease the transition to analyzing it.  These might be a potential starting
points for your paper.  Since the opening is usually one of the last portions written,
it might be important for you to establish the direction of the paper first and then
write the introduction.