Orwell wants to draw the readers into this essay, and narrative or story telling is the way to do this (we all like a good story), so he begins with his narrator's first-person account. More particularly, his narrator, a police officer for the British Empire, starts with a memorable opening sentence, saying that in Burma "I was hated by large numbers of people--the only time in my life that I have been important enough for this to happen to me." We start in the middle of a larger story--the story of an ordinary man hated--and we are curious to hear the rest.
The narrator knows he despises and feels guilty about the abuses of the colonial system he is part of, and he recognizes that it brings out the evil in everyone, including himself, but as he puts it, "I could get nothing into perspective." It takes an event, his encounter with the elephant and the Burmese who expect him to shoot it (they have been disarmed by the empire), for him to finally be able to analyze what the colonial system has done to him and people like him.
The advantage in putting his analysis towards into the middle of the story is that because we have been drawn into the narrator's world, we know how averse he is to shooting the elephant, and yet how trapped he feels in having to do so, especially after he finds the dead Burmese man. Thus, we better understand his analysis:
And it was at this moment, as I stood there with the rifle in my hands, that I first grasped the hollowness, the futility of the white man's dominion in the East. Here was I, the white man with his gun, standing in front of the unarmed native crowd--seemingly the leading actor of the piece; but in reality I was only an absurd puppet pushed to and fro by the will of those yellow faces behind. I perceived in this moment that when the white man turns tyrant it is his own freedom that he destroys. He becomes a sort of hollow, posing dummy, the conventionalized figure of a sahib. For it is the condition of his rule that he shall spend his life in trying to impress the "natives," and so in every crisis he has got to do what the "natives" expect of him. He wears a mask, and his face grows to fit it.
I personally believe this analysis is placed at the right moment in the essay to deliver the most punch, but ending with this could have left the reader with less of a sense of the essay simply petering out than the conclusion we have, though then we would have lost the impact of finishing on the word "fool." I don't think the analysis would have been effective at the beginning of the essay, but I suppose an argument could be made that doing so would have allowed the story to flow uninterrupted.
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