Commas are used to set off certain items that often begin a sentence and have no grammatical connection with the rest of the sentence. These items include certain common expressions, unemphatic interjections, and direct addresses.
Common Expression: But of course, we have mustard in the car.
Unemphatic Interjection: Yes, we have no bananas.
Direct Address: Robert, please hand the man some mustard.
All three of these items are set off by commas no matter where they appear in the sentence. If they are not used at the beginning, the sentence often sounds more awkward.
Correct: Please, Robert, hand the gentleman some mustard.
Correct: We have mustard in our car, of course.
Introductory adverbs are normally set off by a comma unless they are followed directly by the word they modify.
Correct: Clearly, one and one make two.
Incorrect: Clearly, mistaken was the witness.
(Clearly modifies mistaken which directly follows it because of a change in the word order.)
Correct: Clearly mistaken was the witness.
See also Commas After Introductory Phrases and Introductory Clauses.