Some questions about essay writing?

If they are your own words, then it must be put in the form of a rhetorical sentence :) however, as a question it doesn't quite make sense, perhaps putting 'Who has the authority to state that being gay is immoral, or unnatural?' so it questions the reader, however this should only be used once, because these kind of questions are usually used in formal persuasive essays. If it is your own words, no citation is needed, but if it is the idea of someone else, putting it into Works cited is fine. You should leave the introduction as a minimum, but make the points you put count- don't leave hollow opening sentences such as ' This is when...' put the essay into context etc.

I don't believe it's wrong to ask a question in the essay, but for the sake of your argument, you would probably want to answer your own question, or explain it further. Questions can be good segue to the point you're trying to make.

Yes, you do need to briefly cite sources within your essay (if you are using MLA style). You don't need to add all the details that you would on your works cited page, but be sure to mention the name/title of the work you're paraphrasing. For example: "John Doe's "Big Book of Information" states..." You only have to cite a work once per paragraph.

Your introduction/thesis paragraph should contain an attention grabber (a statement or series of questions that would grab the reader's attention), your thesis statement, and possibly a transition statement. You could also just put transition in the following paragraph, it all depends on the paper's flow. So long as it isn't jumping from one topic to the next you're okay.

You can ask questions in a formal essay, as long as you clearly answer them in the same essay.

For work cited I don't see why you would need to include the work cited for every paragraph, and I don't think you need to cite every little bit of info.

And for your intro, the first paragraph should be at least five sentences long. No less and not much more than that.

yes and yes