The paraglider is one of Link's most valuable tools. In The Legend of Zelda: Breath of the Wild it is useful for traveling long distances when you find yourself on top of a hill or tower.
You will earn the paraglider naturally by completing the starting area. After finishing the first four shrines, the paraglider will be gifted to you by NPC.
After this, you will find yourself on top of a tall Cathedral, providing a perfect opportunity for you to try out the paraglider. Enjoy!