Which is easier, to say to the paralytic, ‘Your sins are forgiven,’ or to say, ‘Rise, take up your bed and walk’? But that you may know that the Son of Man has authority on earth to forgive sins”—he said to the paralytic— “I say to you, rise, pick up your bed, and go home.” And he rose and immediately picked up his bed and went out before them all, so that they were all amazed and glorified God, saying, “We never saw anything like this!”
(Mark 2:9-12, ESV)
It’s true that forgiveness of sin is man’s greater need rather than just a temporary physical healing, however just to prove to the teachers of the law, Jesus healed the paralytic to show that he has the authority given by God. Also, notice that this is the first time that Jesus calls himself the Son of Man in the book of Mark. These words can mean that Jesus is the true descendant of Adam ruling over creation within God’s sovereign and total rule. Jesus is the true fulfilment of the Son of Man unlike Adam. :)