I want to get my ham license. The first 2 exams are not bad but the 3rd one is really hard. I heard it's best to start with the 3rd license because one can get a good call sign. Is this true and is it worth it?
An advantage of how the exams are administered is that you can take as many exams as you want (until you fail one) in one sitting.
You start by taking the technician exam. Provided you pass that, you may immediately take the general exam at no extra cost. If you pass that, you can immediately take the extra exam at no extra cost.
If you find the extra exam to be difficult, I would recommend that you take the tech, then the general, and if all goes well, you risk nothing by attempting the extra.
Yes, you can get a shorter callsign, but you can always change when you earn your extra class. Personally, I continue to use my long callsign because I opted for a vanity call early on when I was a general.
Asking to take the Extra first is a complication for the people administering your test, and going straight to a group A callsign isn't worth it. If you want a nice one, you can request a vanity callsign, or request the next available group A callsign in your region after you upgrade.
There is one group of people who should actually attempt this, and that is foreigners who hold an amateur radio license from another country that gives them permission to operate in the United States. The reason for this is:
Part 97 has "must issue" language — if someone comes and passes the test and meets the requirements, the VEs are required to submit the paperwork for their new license. [97.509(l), 97.509(m)]
Anyone holding an amateur license from the FCC is excluded from reciprocal operation in the US. That is, once you get your US license, you're not allowed to use a foreign license in the US anymore. [97.5(d)(2), 97.5(e)(2)]
Under the terms of reciprocal operation, they get all of the privileges of an Extra (subject to limitations of their home license, but these are usually not significant), so receiving a Technician or General license would be a downgrade. [97.107(a)(3), 97.107(b)(3)]
Therefore these people are advised to find a cooperative VE team and to take the tests in "reverse order". If they pass all three, then they will get an Extra license; if they fail, nothing happens at all, because you have to pass the Technician test to be eligible for any of the license classes. This way, they can get access to a US callsign, without worrying about the possibility of ending up with less privileges than they started with.