I've written a variety of research papers and there hasn't been a single one where I wrote it from start to finish without jumping around. Normally, I write the introduction section but I don't write the thesis sentence/statement as I find I constantly tweak that. After I'm done writing a paragraph or a few paragraphs, I go back, try to re-write them in a way that sounds better. If I cant or if I have a train of thought going, I keep writing. I tend to ramble off topic pretty often, so I find it's best to always look back at what I'm meant to be writing and whether any of it is supported by the research I've found.

As I'm writing each paper, there's several paragraphs that are pretty much the same, just re-worded differently. I keep them there, look back at them later on and figure out which is best or make a new one. I may not finish the introduction right away and instead jump into the body. Afterward, I do the conclusion, then finish the introduction, re-read everything, re-write stuff and eventually it's finished.

I don't know what your strategy is for writing essays and papers but try changing it to see if it helps.