Why is it important that the thesis statement appear at the beginning of your essay

I was always told that the thesis needs to be in the first paragraph or be the first sentence of the second paragraph of your essay because if you don't put it in the beginning there is the possiblity that you could forget to put it in there at all. Also, theres really no other place for it to go. It wouldn't make sense for your thesis to be in the concluding paragraph or in the middle of your paper.