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Fact: All questions count the same toward your section score.
I'm not going out on much a limb here, admittedly - the Graduate Management Admissions Council takes care to debunk this myth in its book, the Official Guide for GMAT Review. However, this incorrect axiom may be the piece of GMAT mythology that has pervaded the conventional wisdom of test-takers the most, as the adaptive scoring nature of the GMAT has the power to confuse and intimidate many who take the test. Again, no less an authority than the creators of the GMAT themselves will explicitly state that each question counts for the same weight toward your score. So, knowing that, how can you use this to your advantage?
1) DO NOT plan to spend an undue amount of time on the initial questions (some believers of this fallacy advocate spending an additional 50% per question in the first ten, which could put you at a significant advantage later in the exam). Similarly, DO NOT invest an undue amount of emotional stress on those questions. If you cannot answer one, or answer one incorrectly, you'll be able to bounce back on the next question; if you spend six minutes answering one correctly (or worse, six minutes and still make an error that causes you to miss the question), you won't soon make that time up.
2) DO take an extra few seconds to double-check your answer to ensure that you haven't made a silly mistake on an early question. At this point in the test, you can't likely sacrifice extra minutes, but you can certainly invest extra seconds to ensure that you begin on the right track. Early in the test, you won't know for certain whether you'll have time left over at the end, but, if you do, you'd want to have used it to check your work carefully. If you need to guess on the last question or two because you used the time early in the test to double-check your work, that's probably for the best (you'll know it was time well spent if you catch even one error while checking your work). However, if you need to guess on several questions at the end, you've mismanaged your time. Essentially, the first ten questions aren't worth enough each to blow off multiple questions at the end, but they're worth enough collectively that you should invest some extra seconds to avoid mistakes, as you may still have that time remaining later in the exam, and a few extra minutes left over can only be used on that last question.
3) DO NOT simply take the above suggestion and run with it. Rather, DO take multiple practice tests before the actual GMAT so that you know within a reasonable estimate where you'll stand on test day. If you routinely have several minutes left over on a section in your practice tests, by all means invest some extra time in an early question that requires that investment of time. If you find yourself regularly pressed for time, you'll want to adapt accordingly.