A piece of advice given to me by a professor in the div school at the University of Chicago; "the only thing you want to write is who you are, what you want to study, and why you are prepared to study it."
Personally, I'd start in the middle, just try to articulate exactly what you want to study, whether that's Barthe's theology, or the social context of ancient egyptian christianity, or early medieval Indian religious narrative literature. Once you've written that, I discovered, at least for myself, that everything else sort of falls into place.