The first and most important thing is to find out what your favorite class is. You can't really write about how you would work in this class unless you know what class it is. Without thinking about it as an essay, write down how you like working in this class (alone, in a group? reading/researching or listening to a lecture?). Once you have all of this down, you might be able to get some help here, but nobody can tell you how to write about your favorite class unless you give us some more info..:)
Yep, start with a sentence. That is all it takes. You feel overwhelmed because it requires a whole essay, but actually each paragraph is only a topic sentence that is explained and supported with examples, imagery, quotes, or whatever.
So think of it that way.
Start with a sentence about you working in your favorite class and what makes it enjoyable.
Add anything you want to make it into a paragraph -- examples, elaboration, quotes, evidence, imagery words. This technique will help you in all kinds of essay writing.
For this essay, focus on description (imagery words) and thoughtful contemplation. Get inspired by thinking of one grand idea that is behind all of it.