Amplifiers should always be turned on 1st and last off! This will eliminate speaker thump due to large current inrush filling capacitors in the amplifier.
The inrush current is the same whether first or last. However, turning it on first will cause the amp to amplify any thumps caused by upstream components, if any.
The amp may cause the AC voltage to dip momentarily, but that's not a problem for any other components that are already on.