A conjunction connects words, phrases, and clauses.
Example: Cookies and milk.
FANBOYS is an acronym to remember the seven co-ordinating conjunctions (for, and, nor, but, or, yet, so). A co-ordinating conjunction connects two equal independent clauses or simple sentences with a comma before the conjunction.
Example: I am not superstitious, nor do I believe in Karma.
Example: Kurt Vonnegut is a prolific writer, and I have read his book The Sirens of Titan several times.
A subordinate conjunction emphasises the main clause and cannot stand alone as a sentence.
Example: They fought like cats and dogs.
Starting a sentence with a conjunction does not break any rules, but goes against some peoples preferences. Don't add a comma unless it's followed by an interrupter.
Example: And, in the end, the good guy always finishes last.
Conjunctive adverbs are words like however, moreover, therefore, and besides. These are often confused with co-operative conjunctions and sometimes called fanboy fakers. A semi-colon is added before the conjunctive adverb following it with a comma when the word is connecting two independent clauses.
Example: All my shirts are stained or dirty from work; therefore, it's impossible to change into something better before we go.
If either one or both of the two sentences contain a compound-complex sentence, it's better to use two sentences starting the second sentence with the conjunctive adverb and a comma.
Sources:
Writers inc.. Wilmington Massachusetts; Great Source Group, 2001.
http://www.uottawa.ca/academic/arts/writcent/hypergrammar/conjunct.html
http://www.chompchomp.com/terms/coordinatingconjunction.html