In the parajumble test, for the 4th question , how could the solution be option A? the statement D starts with "Similar difficulties" which implies some statement was made earlier and this is supporting the earlier statement.

Hai Tejashree,

I believe the doubt is in reference to the fourth parajumble question asked in CAT QUOTIENT - parajumble test 8.
Sentence D introduces the subject of sense and must clearly precede all the other four sentences given. As you mentioned, D is clearly preceded by some sentences, but as they are not present in the given set of five sentences, D would be the first sentence among the five given sentences.
Thus, the first sentence of a parajumble need not be the first sentence of a passage, article, book etc. ,it should just be the first sentence among the given set of questions.