The bold words could be the start of a new paragraph:
Regarding science in general, Chomsky is a methodological pragmatist—he thinks that there are several rules of thumb for successful inquiry. First, be ready for something to surprise you—inquiry probably isn’t for you if the capacity for surprise is beyond you.
Second, always try to explain the phenomena you find puzzling.
Third, always evaluate the current explanations to see whether they constitute real answers or simply masquerade as answers. Our “explanations” often simply redescribe a given problem—redescriptions can be useful, but you’ll spend most of your time spinning your wheels if you can’t tell the difference between explanation and redescription.
Fourth, realize that things are always more complicated. The trick is to formulate questions that actually do allow for nontrivial explanatory answers—don’t get discouraged when you fail to pull off this trick, since sometimes you’ll succeed at it. And don’t get discouraged when succeeding at this trick leads to new problems—every good answer to any good question will generate new problems.
And here's a simpler example (bold could be a new paragraph):
Bob told me three things. First, go to the store.
Second, buy some apples.
Third, make sure to run back home.