Hi,
The advice about the order in which to turn on your TX and RX given on this and other forums, is basically correct and, in the vast majority of cases will work OK.

However, I used to do fast electric boat racing here in the UK, and always used ESCs made in the USA, as they were much more reliable. The instructions with them clearly stated that the RX must be switched on FIRST, followed by the TX. The reason was that, if there was already someone on your frequency, the ESC would sense this, it would not arm itself. The rudder would work OK, but the motor would not. Once the ESC sensed the frequency to be clear, and this was shown by an LED changing colour, the TX could be switched on and all would be well.

Sorry if that seems a bit long-winded, but the moral is to ALWAYS read the instructions and follow them. Do NOT assume anything! Safety with any R/C craft is paramount.