No, it's not just you--introductions are hard to write.  But that's partly because you're probably making the mistake of trying to write them first, whereas they should be among the last parts of the paper to be revised.  The reason for this is simple: the introduction introduces the paper, but how do you introduce something until you've written or revised that something and hence know what it is you're going to say?

Like the title, the introduction can either draw the reader in or turn the reader off.  And the surest way to turn the reader off is to begin with a general, sweeping, trite opening--something that you mean to sound profound but instead comes across as obvious or silly.  Student writers tend to do this because they've been taught the "inverted cone" model of the introductory paragraph: start with a general statement and then work your way to more and more specific statements until you finally articulate your thesis statement in the final sentence.  Well, there's a good bit of value in this model, but it's only one model for an introduction, and it doesn't require an opening sentence of such breadth as to sound like the inauguration of a multi-volume philosophical disquisition.  I call this the "since the beginning of time" opening, because the sentence usually says something like, "Throughout history, fathers and sons have had complicated relationships."  Now, honestly, does that make you want to read further?  If you use the inverted cone,  avoid such banalities and get to your topic more quickly: "Shakespeare's Hamlet contains numerous father-son relationships, most of which involve conflict."

But there are other ways to open a paper.  It's possible to begin with a question that the paper will answer.  Or with a quotation ("'A little more than kin, and less than kind.' Hamlet's first words immediately draw attention to the nature of his relationship with his step-father, Claudius.").  Or with a brief example or anecdote that can be used to launch your topic ("Having only recently seen off Laertes with his blessing and with advice about the virtues of honesty, Polonius hires one of his son's friends to spread false rumors about Laertes' behavior that he might "[b]y indirections find directions out" (3.2.72).  Such deception, however, is common to the father-son relationships in Hamlet.").  Experiment with different kinds of openings as a way of liberating yourself from the restrictions of the inverted cone.  Just be sure that you don't take too long in getting to the point, and the shorter the paper, the less you can justify keeping the reader waiting.

The other main task of the introduction is of course to present the paper's thesis.  A thesis doesn't have to come in any particular spot in the introduction, and it doesn't have to be a single sentence (student writers often tie themselves into knots trying to write a thesis sentence when in fact their argument is sufficiently complex to require more than one sentence to articulate it).  But every paper needs a thesis, and it needs to appear somewhere in the introduction, and it needs to be stated with enough clarity and economy that the reader knows that this is what the paper will argue.

When student writers offer a weak thesis, it's usually because they confuse the topic (the paper's subject) with the thesis (the paper's argument about the subject).  This tends to manifest itself in one of two ways.  The first is a statement that's not really a thesis at all because it's purely descriptive, something with which no one could possibly disagree: "Hamlet contains many father-son relationships."  This simply re-states the paper's topic.  Always examine your thesis and ask yourself, "Is this a statement with which someone could reasonably disagree?  Is this something for which I will have to provide evidence to convince my reader?"  Obviously, no one familiar with Hamlet would dispute that the play contains many father-son relationships, and such a statement could be "proved" with a one-sentence list.  The other way this weakness manifests itself is in a sentence like, "By examining the various father-son relationships in Hamlet, we can determine Shakespeare's views about them."  This may look like a thesis, but it's really not--it's really just another wordy way of saying that the paper's topic is father-son relationships in Hamlet.  To be a thesis, it must say what Shakespeare's views are, what the examination of the play's father-son relationships reveals.  For example, "Father-son relationships in Hamlet are characterized by rivalry and deception as fathers and sons compete against each other for political and sexual power."  Or, "Despite the contrasts constantly drawn between Hamlet's father and the play's other fathers, the relationship between Hamlet and his father is also one of rivalry, conflict, and deception."

Notice that it's not necessary to announce your thesis with such expressions as "This paper will argue" or "In this paper I will show that."  Just state the argument--it goes without saying that you're the one making it, and that you're making it in this paper.

A good thesis has three main characteristics.  First, it must be non-trivial, something that must be proven--a thesis, not a topic.  Second, it must be clearly expressed, so that the reader knows what it is.  Third, it must be fairly specific.  Students tend to make their thesis statements too general, usually out of the fear that if they're too specific the reader won't have to read the paper.  Not true.  The reader reads the paper to see if the thesis is successfully and adequately proven--to see the evidence, in other words.   The thesis provides the reader with a map of the body of the paper, so it should be a fairly thorough reflection of the argument and its major components.  If the paper on father-son relationships in Hamlet is really going to contrast the Claudius-Hamlet-Hamlet's father triad with the Norway-Fortinbras-Old Fortinbras triad, then the thesis should indicate this.

Part of the difficulty students face in writing a thesis and developing an argument is their allegiance, consciously or unconsciously, to the model of the "five-paragraph theme" learned in high school.  Like the "inverted cone" model for the introduction (which is itself usually taught as part of the five-paragraph theme), the five-paragraph theme model has both virtues and limitations.  It provides the basic outline of what an essay should contain: an introduction with a thesis statement, a series of body paragraphs devoted to illustrating and supporting the thesis, and a conclusion that reiterates the main points and the thesis.  But especially when followed slavishly or mechanically, this model can be too simplistic and too stifling.  As usually taught, the five-paragraph theme makes a single point with three different examples or three equally important sub-headings (hence the three body paragraphs).  In college-level writing (and in most real-world situations, for that matter), however, you will be making arguments that are more complex and more subtle.  A paper will contain, within its overarching argument, a number of points, some of greater and some of lesser importance, and in a variety of different logical relationships.  A paper whose thesis is that, despite appearances, the relationship between Hamlet and his father is characterized by the same negative qualities as the play's other father-son relationships, for example, will require first setting out the qualities of the other father-son relationships, and then the ways in which the two Hamlets seem to contrast with this, before the main section of the paper on their negative qualities can even be launched.  So, in other words, consider what it is you want to prove and what you must do to get there, and make the thesis and the paper itself reflect that rather than trying to force your argument into the very simple and restricted form of the five-paragraph theme.