Recently, I purchased a two-leg plane ticket from New York City (LGA) via Philadelphia (PHL) to my final destination (which we'll call XYZ). I happened to be coming from a place from which it wasn't very much harder to get to PHL than to get to LGA. This being the case, I very much wanted to just purchase a ticket from PHL to XYZ and call it a day, but for whatever reason, the PHL-XYZ ticket by itself cost something like twice as much as LGA-PHL-XYZ, so I ended up buying the latter.
This brings me to my question: having purchased the LGA-PHL-XYZ ticket, could I simply forgo the LGA-PHL leg and head straight to PHL to catch my flight to XYZ? Would this cause any problems (e.g. with the TSA or whatnot)?