Is it necessary to enter the country that issued the Schengen visa first or can I enter another country? I am issued a multi-entry Schengen visa via Spain but I'm planning to go to Paris first.

You can so long as your primary place of stay or purpose of visit is with issuing country. If you'll be moving to issuing country soon proof of plan to travel is more than sufficient. I got waved through easily, but I had onward tickets booked as well just in case.

Thanks!

Did you got multi-entry visa in the first try? Or you had single entry visa in past? Also, how much is the validity of Visa?

MEV on first try. My passport has stamps from Japan, Thailand, and Kenya, though. Validity is 45 days with a max stay of 30 days.

Validity is less though for MEV