The idea that you should learn Alto first mainly comes from school days - when Alto was the cheapest sax instrument and the Tenor was too heavy for kids in their early teens. Soprano and Baritone were considered rare instruments, and most music is written for Alto sax, with Tenor next.
We would say that it is best to learn the instrument that you want - get to know its foibles, put the work in, and you should be able to make a good sound. Generally the smaller the instrument the more challenging the intonation, but there are challenges for each saxophone.
I started learning on Soprano sax, then gradually started to play Alto sax, which is my favourite overall. If you mainly want to play soprano you should start with soprano as soon as possible, as Nick says. Lots of folks on the forum start with Alto when their real preference is to play Tenor, as if Alto is THE beginner instrument. If you want to play Tenor sax I recommend you get one and then learn to play it. The Alto is NOT easier to play, but it is lighter to play.
Hence, especially if you are an adult learner, learn to play the one you want!
Kind regards
Tom