The intro starts with a slide into the fourth fret on the third string. This slide should be done with the middle finger, while simultaneously holding the index finger one fret behind on the second string so that you are then prepared to give five rapid upward strums on the top three strings (remember, the "top" three strings are the thin strings on the bottom of your guitar!).
This is followed by a quick three-note run descending the blues scale from the A note (3rd string, 2nd fret) with a pull to G on the open string and then down to E on the 2nd fret of the 4th string.
The second bar uses the exact same fingering and timing as the first bar, but this time you alternate picking between the 3rd and 2nd string rather than strumming on all of them. Note that the 2nd bar of the intro is repeated in bars 3, 7 and 11 of the progression, so once you get it down you've got half of the example down!!!
In the third bar of the intro, we are simply creating tension by beating on the V note of our I-IV-V progression, i.e. B. Note the little upward strum on the open high strings at the end of the intro. Lightnin' does this little upward sweep quite often throughout his songs, which generally sounds pretty good as long as you're playing in the key of E. The third bar is also repeated in bar 12 of the progression.
We will not review bars 3-4, 7-8 and 11-12 of the example again. These bars use the second bar of the intro, followed either by the low B as shown here in bar 3 or by a plunking on the high 2 strings of an E7 chord like this: