This answer does not cite any official sources but here’s a thought experiment:
Consider yourself an Australian citizen based somewhere near Sydney and your school being on the East coast close to New York. As far as I can tell, there are no direct flights between Sydney and New York, all possibilities requiring a connection somewhere on the West coast. However, whichever flight you may be taking from the West to the East coast, it will (should; everything else is impractical) always be a domestic flight and hence all customs and immigration shenanigans will take place once you first set your foot on US
soil airport concrete in the West. The immigration officer will be aware of this and just attempt to make sure your story is sound.
We have, in this experiment, constructed a case in which landing somewhere completely different is a no-issue because we can argue why it is necessary.
On the other hand, as also mentioned int he comments, here’s another thought experiment:
Say you are a British citizen living in London and you want to illegaly immigrate into the US by overstaying your student visa for New York University. In this case, there are dozens of flights daily that will take you directly from your city of departure to the state and city you want to arrive in. However, the immigration officer wants to catch you because you intend to do what you shouldn’t be doing. Ideally (in his case) he wants to uncover the unsound bits of your story to establish you as somebody attempting to overstay their visa. Even the tinyest inconsistency matters.
We have, in this experiment, constructed a case in which landing exactly where you are going to study is an issue because you are ill-meaning.
With these two thought experiments in hand, we see that the place of arrival by itself is not an issue. Rather, the issue is how to argue that the place you arrive in is consistent with the plans you tell the officer and your visa. If you have relatives or friends you want to visit en route but can provide evidence of adequate means of travel to your university and the entire story is sound, you will be okay. If you land in Georgia with a study visa for Arizona and just say ‘yeah, I’ll drive over there in a rental car’, that’ll raise a dozen eyebrows.