Can I fly from another EU country to the US?
Of course. You can fly from any country to the US. Do not forget to list those countries in your customs declaration.
I heard some issues from my colleague that, even if I am allowed to fly from another EU country, it will be a problem when I arrive at the US. Because the immigration officer will strictly interview me, why I do not fly from Germany. Is that true?
If the officer interviews you like that, the officer may be hoping to uncover some evidence of wrongdoing. Arriving in the US from a country other than the one in which you reside is not wrong, but people who break the law might have implausible stories to explain their movements, and implausible stories are interrogators' bread and butter. Your story, however, will be plausible, so just tell the truth.
Another possible reason for asking about your itinerary is to determine whether you should be sent to secondary customs inspection. There is a certain degree of randomness about this, but I suspect that mention of certain places may cause you to be more likely to be given closer scrutiny. As long as you have filled out your customs declaration completely and truthfully, there is also nothing to worry about here.