Yes and No.

Wait! Is that yes or no? …Both.

No, you really should avoid them unless you an accomplished writer and know how to use them well. Most teachers won’t allow them, and most of the time they come of very “middle schoolish” to be honest.

Yes, professional writers use them and they can be an effective tool for getting the reader to think or engage in the essay. If a student is willing to work at it and revise it, they can make it work. Besides, this is the easiest way to start an essay even if they do come back and change it later.

Can I use a question?