1) You should indent the first line of the paragraph. I find it helps reading tremendously as it shows where the paragraph BEGINS. Otherwise, you only see where the paragraph ENDS when its last line doesn't reach the right margin – but often it does reach, making the end of the paragraph ambiguous. NB: I do have a lot of books, mostly textbook like, that don't indent. In textbook like text, it's OK for my taste, but I prefer indented. In fiction, it's absolutely essential. The paragraph carries meaning. It should be communicated to the reader. Indentation makes it clear. As said, otherwise it can be ambiguous.
2) Professionally printed material (take up any novel) doesn't indent after a headline or page break or some such, such as in the first paragraph of a chapter. Should you do it? If you're using Word or another WYSIWYG word processor, don't bother. The workflows to do that are too complicated, too error prone, lead to more work and unintentend changes in your document. Stick with the indented first line.
3) If you want to produce a document with it (all paragraphs indented except the first one), use a program that has it built in. LaTeX does it, beautifully and easily (as easy as it can. I know most people find it cumbersome. I don't, but YMMV). Scrivener also can do it when you compile you project. I'm certain there are others that would do it that I do not know about, but I'm sure about those two.
4) Even if I prefer first line indents, if you publish, your editor, copy-editor, publisher etc. might object and prefer it the other way, and make you change it. If you happen to use Word, you're in a world of trouble (of lots of work) to change if you happen to have not used the same indentation throughout your document. Hence my recommendation to not bother with indents after headlines or chapter beginnings. Keep it constant throughout. Saves you lots of trouble.