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I'm an Indian student who will be beginning graduate school in the US. Before the start of my program, I want to visit my relatives who live in Atlanta, Georgia. Is it recommended that I enter US in the state my university is located in (Tucson) and then fly to visit my relatives, or is it okay to enter Atlanta? I ask the question with the current political climate in the US in mind.

Is it enough if I have a ticket to Tucson as proof that I am only planning a brief stay in Atlanta?

EDIT: I updated the question to include the cities I'm referring to. Both these cities have international airports.

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    Some US states don't even have an international airport. – Calchas Jun 16 '17 at 9:41
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    You might face additional questioning if you received a visa to study in city X but you have booked travel only to city Y, where you happen to have relatives. Some people have used student visas to enter the country, but instead of or in addition to performing their studies, overstayed by staying at friends or relatives and becoming undocumented migrants. – gerrit Jun 16 '17 at 9:43
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    @gerrit What if I had my ticket to city X as proof that I intend to attend grad school? – Violet Jun 16 '17 at 10:21
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    If you are going to a smaller city or small town, US immigration officials won't bat an eye if you land in a large city. For example, if you are going to study in Lancaster, PA, they should not care if you land in Philadelphia or Baltimore (or maybe even NYC). Now, if you are going to study in LA and you land in Miami without a further flight, be prepared to show further travel arrangements (bus or train ok) to LA. – Robert Columbia Jun 16 '17 at 12:00
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    @gerrit student visa fraud I'm aware of concerns dodgy institutions (and students often arrive in good faith and fall victim to the scam). "Additional questioning" in the case you contemplate is likely to be very minimal unless there are other reasons to suspect bad faith. – phoog Jun 16 '17 at 13:00
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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.

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    ...unless the student is so wealthy that a one-way rental fee of several hundred dollars would be reasonable. A road trip from Georgia to Arizona is a fabulous way to see the southwest. – phoog Jun 16 '17 at 22:55
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    @phoog I won’t contest that it’s a great way to see the country but I was looking at the sheer distance and the time it would take to put me off of trying it ;) – Jan Jun 16 '17 at 22:57
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    Minor nitpick: QF 11 is a "direct flight" between SYD and JFK, but it is not nonstop. Passengers do indeed clear immigration at the flight's first stop, LAX. – Calchas Jun 17 '17 at 13:27
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Is it recommended that I enter US in the city my university is located and then fly to visit my relatives, or is it okay to enter a different state?

Do not worry about it if you are a bonafide student. It is okay to enter in a different state, just have a coherent and logical reason with evidence why you are doing so. You will probably be asked a cursory question about it at the airport. Also you are allowed to enter up to thirty days before your program starts.

Per the Department of State,

New Students

F-1 and M-1 student visas can be issued up to 120 days in advance of your course of study start date. However, you will not be allowed to enter the United States in F-1 or M-1 status earlier than 30 days before your start date.

How would I know? Among other more recent examples I know of, twenty years ago when my classmate and I were coming to start graduate school here, he and his mother were beside themselves with worry for booking their flight to Denver, Colorado to see relatives before proceeding to Berkeley. I told them not to worry, it would not be a problem if he could prove he is a bonafide visitor. I flew into New York took a bus to Maryland and spent a few days before proceeding to school in North Carolina without a problem. He also had no problem.

CONCLUSION

Ultimately however peace of mind is invaluable. If you still remain uncomfortable with flying into a different state because of possible questions, fly into your school state and then subsequently travel to visit your family. It will cost you a few hundred dollars or less extra, but then sometimes peace of mind trumps saving a couple of bucks.

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    It may be worth noting that it could, depending on which state the school is in, be literally impossible to enter the country in that state. There are states without land borders to any foreign country, without access to the ocean, and without any international airports. It also might be worth noting how much of a non-event traveling from one state to another is, which may not be something the reader knows. – KRyan Jun 16 '17 at 13:27
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    How would I know? Twenty years ago... I wouldn't base any expectation of what can happen re traveling to USA in the current political situation on anything that happened 20 years ago. – SantiBailors Jun 16 '17 at 15:09
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    I would think it'd help to have your ticket (bus, plane, train, whatever) to your university's city booked already (complete with travel date ideally), and be able to provide it upon request to demonstrate that you are only staying in your entry city briefly, then relocating to the university for your studies. – Doktor J Jun 16 '17 at 15:21
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    If the deciding factor is peace of mind, then I'm not sure what difference it will make. Either way, (a) the OP will have a ticket showing a final destination of the university city, (b) will be arriving at a different state and could be asked why. Which way around the tickets run (India -> Relatives -> University vs. India -> University -> Relatives -> University) doesn't seem likely to affect the way in which he will answer such questions. – JBentley Jun 16 '17 at 16:04
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    Utterly irrelevant, but @KRyan's comment There are states without land borders to any foreign country, without access to the ocean, and without any international airports. got me interested in checking how many there are / which ones. There are 15 states without international airports, of which 6 have land or lake borders with Canada/Mexico, and 3 more (DE, MS, NH) have ocean coastline. That leaves AR, IA, OK, SD, WV, WY as the only states where you cannot enter the country in fairly-usual circumstances. – Dougal Jun 17 '17 at 4:21

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