I rarely use paragraph text for its limited ability. Or maybe it's my inability to understand it.
OK, stream of consciousness here. You may know almost all of this already, but it might be useful to someone else.
Relative to the frame of the paragraph text, the left indent for the first line of each paragraph is controlled by the First line indent, set here to 0.
For the paragraph text, I have a tab located at 7.0 mm that determines where "Thing One" starts. Between the "1." and "Thing One", you see a tab character.
For the second and subsequent lines of each paragraph, the left indent is controlled by the Left line indent. For all of this paragraph text, I have that set to 7.0 mm.
So, the answer to your question is: use a tab, and have the tab location set to be the same as the Left line indent.
The spacing between lines within each paragraph is controlled by Line spacing, set here to 110% of character height.
The spacing between paragraphs is controlled by After paragraph spacing, set here to 200% of character height.
Within each paragraph, when I wanted to force a new line, I used Shift+Enter (marked in the text as a left pointing double angle quotation mark).
All of the things I marked in bold are accessible through the Paragraph Text section of the Object Properties docker.
If you click on the paragraph text frame to select it, then changes made to paragraph formatting apply to all paragraphs within the frame. Paragraph formatting can also be adjusted independently for individual paragraphs within a frame (depends on what is selected, or in which paragraph the text insertion point is active).
The default style for new paragraph text objects has a number of tab stops already defined in it. There is almost zero chance that I will want to use that set of tab stops.
I find it more convenient to clear all of the tab stops in that style. That way, newly-created paragraph text has no tab stops defined, and it's simpler for me to set the tab stop(s) I want. For me, that is often just a single left tab for a numbered list.