Writing an Essay on 'Bold Girls'
There are a number of basic things you have to get right when planning/starting a critical essay. Aim for a 3-part structure (introduction, middle and end) - keeping the structure simple allows your analysis to shine through!

Your opening paragraph should then do three things:

1. Show that you have understood the key terms in the question: identification of selected character/incident/theme/structure; the brief statement of your line of argument.
2. State which characters/scenes/themes/incidents you are going to discuss – depending on what the question has asked you. a theme of contemporary interest, identify the theme you are going to discuss…)
3. Show briefly how the character/theme/incident/scene is related to the question.

Here is a question from the 2003 Specimen Paper which would fit Bold Girls:

Choose a play whose main theme is made clear early in the action
Show how the dramatist introduces the theme and discuss how successfully s/he goes on to develop it.
In your answer you must refer closely to the text and to at least two of: theme, key scenario, characterisation, language, or any other appropriate feature.

So, your first paragraph (introduction) could be:

INTRODUCTION

"Rona Munro's drama, 'Bold Girls' introduces us to its main theme early in the action. Symbolically from the start of the play with the lone, dishevelled girl in a torn white (wedding?) dress, it is obvious, on a general level, that its focus will be on the female experience; but also more specifically, it will also focus on the experience of those women who faced and endured living in Northern Ireland during the 'troubles'."

MIDDLE SECTION

Answer the question here, referring to evidence taken from the text eg.
Show where you are made aware of the effect of the “troubles” on the women’s lives – eg. They are all without husbands, don’t have a lot of money / all have dreams etc…
The strengths and weaknesses they display…
Show that there a solidarity among the women… which key scene deals best with this…
Show where and why their sense of solidarity and common experience begin to fail …
(The above are possible areas to explore in this question, but there could be many others)

CONCLUSION

Where you show how the evidence you've provided has answered the question - and where you say something evaluative about the text as a whole. Hope this is useful.