Pipes Freezing - does it usually hit the hot water pipes first?

I've never heard that

I never heard of that either...you may wanna check your hot water heater....

No, hot water pipes do not freeze first. Also, since there is usually insullation around hot water pipes to keep them warm, they are even less likely to freeze first. That said, the intake into the hot water heater could freeze slowing the flow into your water heater. Also, it depends on where you hot water pipes are located.

If you cold water works but not your hot water, it sounds like you've got a different issue. Check the hot water heater.

This can happen when the cold water inlet to your hot water tank freezes up. I had that happen early this year when I failed to notice the heat tape to it had gone bad. Turn on all the hot water valves in the house and place portable heat near the inlet pipe, or defrost with a hair dryer, if you open the valves you will help prevent pipe breakage.

Well that may be possible. Hot water freezes faster than cold water, so who knows, maybe this is true.

Actually, hot water doesn't freeze faster than cold water. That's a natural law of physics. It's an old wives tale from back in the day (say the 1950s) when people would put hot water in icecube trays and then put them into freezers with a frost build up. The warm ice cube tray would melt the frost sinking into it and then, since water is a better conductor of heat than air, the the process of feezing would go faster due to the increased surface area and heat transference.

In a modern fridge, if you put a cup of hot water and a cup of cold water into a fridge, the hot water will take longer to freeze. It takes longer for the same amount of something to drop say 70 degrees than it takes to drop 25 degrees.